PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
19.65%
decreased by 0.21%
1 Week
19.72%
decreased by 0.14%
1 Month
19.96%
increased by 0.10%
Analysis last updated: Monday, April 27, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3805 | 3.90 | |
| 0.0655 | 42.29 | |
| 0.9940 | 649.26 | |
| 5.8143 | 9.43 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
Other PepsiCo Inc Analyses
Other GAS-GARCH Student T Analyses on Equities