V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:20.52% (-0.14%)

Analysis last updated: Thursday, July 3, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0272	12.38
$β$	0.7923	94.37
$γ$	0.1319	25.16
$λ_{1}$	0.0053	2.23
$λ_{2}$	0.0461	3.43
$λ_{3}$	0.9512	64.87

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts