PepsiCo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
20.53%
decreased by 0.27%
1 Week
21.19%
increased by 0.39%
1 Month
22.62%
increased by 1.82%
Analysis last updated: Friday, March 27, 2026 at 10:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0330 | 13.99 | |
| 0.7811 | 86.96 | |
| 0.1281 | 24.01 | |
| 0.0051 | 2.19 | |
| 0.0452 | 3.49 | |
| 0.9524 | 67.45 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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