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	param	t-stat
$ω$	0.0138	14.92
$α$	0.0277	21.08
$β$	0.9365	673.77
$γ$	0.0644	15.89

V-Lab

PepsiCo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:21.11% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses