V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:22.62% (-0.56%)

Analysis last updated: Friday, May 9, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0273	12.34
$β$	0.7910	92.80
$γ$	0.1320	25.07
$λ_{1}$	0.0054	2.19
$λ_{2}$	0.0473	3.38
$λ_{3}$	0.9501	62.32

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts