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	param	t-stat
$ω$	2.3571	3.88
$α$	0.0655	42.15
$β$	0.9940	641.68
$ν$	5.7783	9.47

V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 6th, 2026:16.23% (+1.51%)

Date Range:

Parameter Estimates

Other PepsiCo Inc Analyses