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	param	t-stat
$ω$	0.0136	14.51
$α$	0.0259	20.45
$β$	0.9375	680.81
$γ$	0.0659	16.46

V-Lab

PepsiCo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:17.61% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses