V-Lab
V-Lab
PepsiCo Inc APARCH Volatility Analysis
Volatility Prediction for Thursday, April 24th, 2025:28.43% (-0.41%)
Analysis last updated: Wednesday, April 23, 2025 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc APARCH
paramt-stat
ω0.018022.94
α0.066735.96
β0.9333540.41
γ0.458521.58
δ1.326537.81
Estimation Period:
Jan 2, 1990 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts