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

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PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:26.19% (+3.49%)

Analysis last updated: Friday, October 10, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4294	3.89
$α$	0.0661	42.82
$β$	0.9941	662.75
$ν$	5.8063	9.62

Estimation Period:
Jan 2, 1990 to Oct 10, 2025