PepsiCo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
21.17%
decreased by 0.52%
1 Week
21.37%
decreased by 0.32%
1 Month
21.75%
increased by 0.06%
Analysis last updated: Thursday, May 21, 2026 at 02:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0324 | 13.80 | |
| 0.7826 | 87.61 | |
| 0.1278 | 24.10 | |
| 0.0051 | 2.18 | |
| 0.0449 | 3.49 | |
| 0.9526 | 67.72 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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