PepsiCo Inc GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
20.98%
decreased by 0.62%
1 Week
21.03%
decreased by 0.57%
1 Month
21.22%
decreased by 0.38%
Analysis last updated: Friday, April 10, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 17.55 | |
| 0.0606 | 37.01 | |
| 0.9342 | 590.14 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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