PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.20% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 14.91 | |
| 0.0276 | 20.90 | |
| 0.9365 | 671.77 | |
| 0.0646 | 15.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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