V-Lab: PepsiCo Inc GARCH Volatility Analysis

V-Lab

PepsiCo Inc GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:23.46% (-0.75%)

Analysis last updated: Tuesday, May 20, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0134	17.39
$α$	0.0621	36.85
$β$	0.9326	573.20

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts