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	param	t-stat
$m$	61
$α$	0.0285	12.85
$β$	0.7846	88.38
$γ$	0.1328	25.05
$λ_{1}$	0.0055	2.14
$λ_{2}$	0.0474	3.35
$λ_{3}$	0.9499	61.26

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:17.95% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses