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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0133	14.64***
α ARCH Response to squared shocks	0.0269	20.93***
β GARCH Volatility persistence	0.9380	687.16***
γ leverage Additional response to negative shocks	0.0634	16.02***

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PepsiCo Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other PepsiCo Inc Analyses