V-Lab
V-Lab
PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:26.27% (-0.80%)
Analysis last updated: Friday, May 16, 2025 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc GJR-GARCH
paramt-stat
ω0.014114.88
α0.027220.27
β0.9352662.77
γ0.067416.41
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts