V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

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PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:20.19% (-0.07%)

Analysis last updated: Thursday, November 20, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0290	12.97
$β$	0.7840	88.41
$γ$	0.1327	24.96
$λ_{1}$	0.0053	2.13
$λ_{2}$	0.0470	3.39
$λ_{3}$	0.9504	62.76

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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