V-Lab: PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:21.58% (-0.69%)

Analysis last updated: Friday, October 31, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3348	9.14
$α$	0.1046	7.41
$β$	0.8032	37.11
$γ_{1}$	0.0036	0.12
$γ_{2}$	0.0527	1.08
$γ_{3}$	-0.1364	-3.45
$γ_{4}$	0.0640	1.62
$γ_{5}$	0.1161	3.08
$γ_{6}$	-0.1876	-4.90
$γ_{7}$	0.1363	3.29
$γ_{8}$	-0.0471	-1.23
$γ_{9}$	0.0021	0.06
$γ_{10}$	-0.0179	-0.60

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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