PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:19.07% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5202 | 8.41 | |
| 0.0934 | 7.87 | |
| 0.8441 | 51.19 | |
| 0.0534 | 5.12 | |
| -0.1067 | -6.82 | |
| 0.0913 | 8.19 | |
| -0.0543 | -4.65 | |
| 0.0372 | 3.04 | |
| -0.0334 | -3.74 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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