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	param	t-stat
$ω$	1.5160	8.40
$α$	0.0931	7.86
$β$	0.8442	51.13
$γ_{1}$	0.0528	5.09
$γ_{2}$	-0.1058	-6.80
$γ_{3}$	0.0908	8.20
$γ_{4}$	-0.0538	-4.66
$γ_{5}$	0.0366	3.01
$γ_{6}$	-0.0329	-3.72

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PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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