PepsiCo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
19.82%
increased by 0.29%
1 Week
19.88%
increased by 0.35%
1 Month
20.12%
increased by 0.59%
Analysis last updated: Friday, May 22, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3805 | 3.90 | |
| 0.0652 | 42.37 | |
| 0.9940 | 652.26 | |
| 5.8157 | 9.43 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
Other PepsiCo Inc Analyses
Other GAS-GARCH Student T Analyses on Equities