V-Lab
PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.57% (-0.75%)
Analysis last updated: Tuesday, April 30, 2024 at 09:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 8.81 | |
| 0.1374 | 39.55 | |
| 0.9881 | 1389.70 | |
| -0.0652 | -20.38 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024