PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.04% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 8.74 | |
| 0.1323 | 39.50 | |
| 0.9886 | 1,447.42 | |
| -0.0628 | -20.55 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
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