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	param	t-stat
$ω$	2.3694	3.89
$α$	0.0655	42.13
$β$	0.9940	645.87
$ν$	5.7950	9.44

V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:18.65% (-0.93%)

Date Range:

Parameter Estimates

Other PepsiCo Inc Analyses