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

Skip to main content

V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:16.87% (-0.61%)

Analysis last updated: Tuesday, November 25, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3786	3.90
$α$	0.0657	42.32
$β$	0.9940	650.54
$ν$	5.8085	9.46

Estimation Period:
Jan 2, 1990 to Nov 21, 2025