PepsiCo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
18.66%
decreased by 0.51%
1 Week
18.78%
decreased by 0.39%
1 Month
19.22%
increased by 0.05%
Analysis last updated: Friday, April 24, 2026 at 09:53 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 | |
| 0.0275 | 21.03 | |
| 0.9368 | 674.43 | |
| 0.0641 | 15.90 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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