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	param	t-stat
$ω$	0.0138	14.92
$α$	0.0276	21.06
$β$	0.9366	673.32
$γ$	0.0643	15.89

V-Lab

PepsiCo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:20.84% (+0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses