V-Lab: PepsiCo Inc GAS-GARCH Student T Volatility Analysis

V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:21.23% (-0.38%)

Analysis last updated: Wednesday, September 17, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3957	3.90
$α$	0.0660	42.44
$β$	0.9941	655.28
$ν$	5.8188	9.50

Estimation Period:
Jan 2, 1990 to Sep 12, 2025