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

V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:19.85% (-0.45%)

Analysis last updated: Friday, September 19, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3892	3.90
$α$	0.0660	42.34
$β$	0.9940	653.11
$ν$	5.8204	9.47

Estimation Period:
Jan 2, 1990 to Sep 19, 2025