PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.32% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4175 | 3.88 | |
| 0.0659 | 42.66 | |
| 0.9941 | 654.42 | |
| 5.7818 | 9.61 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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