PepsiCo Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.43% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 17.52 | |
| 0.0610 | 37.01 | |
| 0.9339 | 587.71 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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