PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.38% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4061 | 3.89 | |
| 0.0657 | 42.50 | |
| 0.9941 | 653.55 | |
| 5.7975 | 9.53 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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