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

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V-Lab

PepsiCo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:17.57% (-0.80%)

Analysis last updated: Friday, December 27, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3472	3.93
$α$	0.0669	41.29
$β$	0.9939	637.91
$ν$	6	9.27

Estimation Period:
Jan 2, 1990 to Dec 27, 2024