PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
20.72%
decreased by 0.04%
1 Week
20.81%
increased by 0.05%
1 Month
21.16%
increased by 0.40%
Analysis last updated: Tuesday, March 31, 2026 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 14.96 | |
| 0.0276 | 21.07 | |
| 0.9366 | 673.36 | |
| 0.0641 | 15.86 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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