PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:18.54% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5251 | 8.42 | |
| 0.0926 | 7.83 | |
| 0.8453 | 51.43 | |
| 0.0546 | 5.18 | |
| -0.1087 | -6.87 | |
| 0.0923 | 8.15 | |
| -0.0546 | -4.59 | |
| 0.0371 | 2.98 | |
| -0.0329 | -3.64 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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