V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

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PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:26.60% (+0.88%)

Analysis last updated: Friday, October 10, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0293	13.04
$β$	0.7838	88.26
$γ$	0.1325	24.86
$λ_{1}$	0.0052	2.11
$λ_{2}$	0.0470	3.40
$λ_{3}$	0.9505	63.15

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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