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 Tuesday, December 16th, 2025:16.81% (-0.65%)

Analysis last updated: Monday, December 15, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3723	3.88
$α$	0.0656	42.27
$β$	0.9940	646.30
$ν$	5.7902	9.47

Estimation Period:
Jan 2, 1990 to Dec 12, 2025