PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
19.43%
decreased by 0.22%
1 Week
19.53%
decreased by 0.12%
1 Month
19.94%
increased by 0.29%
Analysis last updated: Wednesday, April 22, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 14.93 | |
| 0.0275 | 21.03 | |
| 0.9368 | 674.95 | |
| 0.0641 | 15.89 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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