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 Thursday, November 6th, 2025:21.08% (-1.12%)

Analysis last updated: Wednesday, November 5, 2025 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4051	3.89
$α$	0.0657	42.74
$β$	0.9941	660.10
$ν$	5.8029	9.57

Estimation Period:
Jan 2, 1990 to Oct 31, 2025