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PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:19.06% (-0.54%)
Analysis last updated: Friday, October 24, 2025 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PepsiCo Inc GJR-GARCH
paramt-stat
ω0.013714.63
α0.026520.62
β0.9366676.26
γ0.066516.46
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts