PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.23%
increased by 0.74%
1 Week
22.26%
increased by 0.77%
1 Month
22.37%
increased by 0.88%
Analysis last updated: Thursday, April 2, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3937 | 3.90 | |
| 0.0656 | 42.44 | |
| 0.9940 | 651.82 | |
| 5.8087 | 9.47 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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