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PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:17.52% (-0.45%)
Analysis last updated: Tuesday, November 25, 2025 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc GJR-GARCH
paramt-stat
ω0.013714.67
α0.026620.67
β0.9367676.29
γ0.066116.38
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts