PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 9.09 | |
| 0.1333 | 39.53 | |
| 0.9886 | 1,466.70 | |
| -0.0614 | -20.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities