PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.97%
decreased by 0.38%
1 Week
21.05%
decreased by 0.30%
1 Month
21.38%
increased by 0.03%
Analysis last updated: Friday, May 22, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 14.91 | |
| 0.0273 | 21.01 | |
| 0.9372 | 678.16 | |
| 0.0636 | 15.85 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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