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

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V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:22.09% (+0.08%)

Analysis last updated: Tuesday, March 11, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3810	3.94
$α$	0.0663	42.23
$β$	0.9940	655.68
$ν$	6	9.51

Estimation Period:
Jan 2, 1990 to Mar 7, 2025