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

V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:20.26% (+0.31%)

Analysis last updated: Thursday, July 10, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3927	3.94
$α$	0.0664	42.25
$β$	0.9940	657.42
$ν$	5.8598	9.44

Estimation Period:
Jan 2, 1990 to Jul 3, 2025