PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:16.52% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 14.54 | |
| 0.0261 | 20.52 | |
| 0.9373 | 679.17 | |
| 0.0659 | 16.40 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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