PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:19.35% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 14.64 | |
| 0.0265 | 20.66 | |
| 0.9368 | 676.85 | |
| 0.0661 | 16.38 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
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