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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5048	8.30***
α ARCH Response to squared shocks	0.0914	7.89***
β GARCH Volatility persistence	0.8480	52.31***

γ₁	0.0507	4.92***
γ₂	-0.1025	-6.65***
γ₃	0.0890	8.15***
γ₄	-0.0529	-4.67***
γ₅	0.0362	3.02***
γ₆	-0.0331	-3.78***

V-Lab

PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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