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

V-Lab

PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:16.99% (-0.66%)

Analysis last updated: Saturday, May 31, 2025 at 02:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3155	9.09
$α$	0.1054	7.34
$β$	0.8007	35.98
$γ_{1}$	-0.0008	-0.03
$γ_{2}$	0.0588	1.17
$γ_{3}$	-0.1334	-3.28
$γ_{4}$	0.0470	1.17
$γ_{5}$	0.1398	3.62
$γ_{6}$	-0.2030	-5.05
$γ_{7}$	0.1370	3.19
$γ_{8}$	-0.0364	-0.92
$γ_{9}$	-0.0142	-0.38
$γ_{10}$	-0.0034	-0.12

Estimation Period:
Jan 2, 1990 to May 30, 2025

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