PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
22.39%
decreased by 1.09%
1 Week
22.41%
decreased by 1.07%
1 Month
22.52%
decreased by 0.96%
Analysis last updated: Friday, May 15, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3963 | 3.90 | |
| 0.0652 | 42.62 | |
| 0.9941 | 658.78 | |
| 5.8161 | 9.49 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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