PepsiCo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.53%
decreased by 0.44%
1 Week
20.89%
decreased by 0.08%
1 Month
21.62%
increased by 0.65%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0323 | 13.81 | |
| 0.7830 | 87.62 | |
| 0.1269 | 24.01 | |
| 0.0051 | 2.18 | |
| 0.0449 | 3.48 | |
| 0.9527 | 67.73 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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