V-Lab: PepsiCo Inc EGARCH Volatility Analysis

V-Lab

PepsiCo Inc EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:20.36% (-0.61%)

Analysis last updated: Monday, June 30, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0128	8.77
$α$	0.1340	39.52
$β$	0.9884	1,430.36
$γ$	-0.0630	-20.31

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts