PepsiCo Inc EGARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
21.79%
increased by 0.04%
1 Week
21.91%
increased by 0.16%
1 Month
22.38%
increased by 0.63%
Analysis last updated: Wednesday, April 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 9.07 | |
| 0.1329 | 39.62 | |
| 0.9886 | 1,471.10 | |
| -0.0610 | -19.94 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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