V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

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PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:25.93% (-1.61%)

Analysis last updated: Thursday, October 30, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0287	12.88
$β$	0.7847	89.00
$γ$	0.1331	25.02
$λ_{1}$	0.0053	2.13
$λ_{2}$	0.0467	3.40
$λ_{3}$	0.9508	63.50

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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