PepsiCo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
20.48%
decreased by 0.43%
1 Week
21.29%
increased by 0.38%
1 Month
22.56%
increased by 1.65%
Analysis last updated: Friday, April 17, 2026 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0326 | 13.87 | |
| 0.7820 | 87.35 | |
| 0.1281 | 24.07 | |
| 0.0051 | 2.19 | |
| 0.0451 | 3.49 | |
| 0.9524 | 67.42 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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