PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 28th, 2026:20.13% (+1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3673 | 3.89 | |
| 0.0654 | 42.11 | |
| 0.9940 | 646.29 | |
| 5.7981 | 9.43 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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