PepsiCo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
27.51%
decreased by 1.87%
1 Week
26.49%
decreased by 2.89%
1 Month
24.45%
decreased by 4.93%
Analysis last updated: Tuesday, May 12, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0328 | 13.92 | |
| 0.7821 | 87.43 | |
| 0.1277 | 24.02 | |
| 0.0051 | 2.20 | |
| 0.0450 | 3.49 | |
| 0.9525 | 67.56 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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