PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.67% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 9.09 | |
| 0.1331 | 39.70 | |
| 0.9886 | 1,468.90 | |
| -0.0611 | -19.98 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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