V-Lab: PepsiCo Inc EGARCH Volatility Analysis

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V-Lab

PepsiCo Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:18.54% (-0.91%)

Analysis last updated: Friday, October 24, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0129	8.74
$α$	0.1324	39.55
$β$	0.9886	1,443.19
$γ$	-0.0631	-20.64

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts