V-Lab
V-Lab
PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:20.89% (+0.22%)
Analysis last updated: Friday, June 27, 2025 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc GJR-GARCH
paramt-stat
ω0.014515.24
α0.027920.56
β0.9342659.25
γ0.067616.30
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts