V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:23.22% (-1.15%)

Analysis last updated: Thursday, May 8, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0269	12.18
$β$	0.7922	93.43
$γ$	0.1321	25.16
$λ_{1}$	0.0054	2.19
$λ_{2}$	0.0474	3.37
$λ_{3}$	0.9500	62.03

Estimation Period:
Jan 2, 1990 to May 2, 2025

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Volatility Forecasts

Volatility Forecasts