V-Lab
V-Lab
PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:22.58% (-0.56%)
Analysis last updated: Wednesday, September 17, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc GJR-GARCH
paramt-stat
ω0.013714.68
α0.026820.67
β0.9365674.74
γ0.066016.28
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts