PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:18.44% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5214 | 8.39 | |
| 0.0923 | 7.82 | |
| 0.8458 | 51.58 | |
| 0.0541 | 5.14 | |
| -0.1079 | -6.83 | |
| 0.0919 | 8.14 | |
| -0.0543 | -4.59 | |
| 0.0368 | 2.97 | |
| -0.0327 | -3.64 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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