V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

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PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:19.47% (-0.38%)

Analysis last updated: Saturday, December 13, 2025 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0287	12.91
$β$	0.7842	88.50
$γ$	0.1330	25.02
$λ_{1}$	0.0054	2.13
$λ_{2}$	0.0470	3.37
$λ_{3}$	0.9504	62.37

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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