V-Lab
V-Lab
PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:28.89% (-0.86%)
Analysis last updated: Thursday, May 8, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc GJR-GARCH
paramt-stat
ω0.014114.78
α0.027020.16
β0.9353665.21
γ0.067816.51
Estimation Period:
Jan 2, 1990 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts