V-Lab
PepsiCo Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, July 29th, 2024:19.05% (-0.40%)
Analysis last updated: Friday, July 26, 2024 at 09:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 8.74 | |
| 0.1365 | 39.51 | |
| 0.9882 | 1395.71 | |
| -0.0647 | -20.33 |
Estimation Period:
Jan 2, 1990 to Jul 26, 2024
Jan 2, 1990 to Jul 26, 2024