V-Lab: PepsiCo Inc MF2-GARCH Volatility Analysis

V-Lab

PepsiCo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:23.29% (-0.69%)

Analysis last updated: Friday, July 25, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0280	12.60
$β$	0.7857	88.75
$γ$	0.1335	25.05
$λ_{1}$	0.0053	2.09
$λ_{2}$	0.0475	3.35
$λ_{3}$	0.9501	61.64

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts