PepsiCo Inc EGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
24.52%
decreased by 1.13%
1 Week
24.59%
decreased by 1.06%
1 Month
24.86%
decreased by 0.79%
Analysis last updated: Friday, May 15, 2026 at 09:57 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 | |
| 0.1326 | 39.60 | |
| 0.9886 | 1,477.73 | |
| -0.0609 | -19.96 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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