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	param	t-stat
$ω$	0.0128	8.68
$α$	0.1319	39.46
$β$	0.9886	1,445.32
$γ$	-0.0630	-20.66

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PepsiCo Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, January 23rd, 2026:19.49% (+1.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses