PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:17.33% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0128 | 8.75 | |
| 0.1324 | 39.54 | |
| 0.9886 | 1,445.27 | |
| -0.0628 | -20.54 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities