PepsiCo Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:25.93% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0287 | 12.88 | |
| 0.7847 | 89.00 | |
| 0.1331 | 25.02 | |
| 0.0053 | 2.13 | |
| 0.0467 | 3.40 | |
| 0.9508 | 63.50 | 
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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