V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

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PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:23.24% (-0.38%)

Analysis last updated: Thursday, November 6, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0286	12.86
$β$	0.7846	88.94
$γ$	0.1331	25.03
$λ_{1}$	0.0053	2.12
$λ_{2}$	0.0467	3.40
$λ_{3}$	0.9508	63.47

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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