V-Lab: PepsiCo Inc GARCH Volatility Analysis

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PepsiCo Inc GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:26.90% (-0.68%)

Analysis last updated: Monday, October 13, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0132	17.45
$α$	0.0615	37.16
$β$	0.9335	586.34

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts