PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:23.49% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 14.70 | |
| 0.0270 | 20.73 | |
| 0.9364 | 675.14 | |
| 0.0660 | 16.26 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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