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	param	t-stat
$m$	61
$α$	0.0325	13.83
$β$	0.7818	87.46
$γ$	0.1289	24.16
$λ_{1}$	0.0051	2.18
$λ_{2}$	0.0453	3.49
$λ_{3}$	0.9522	67.22

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2026:20.96% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses