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

V-Lab

PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:20.13% (-0.96%)

Analysis last updated: Monday, July 7, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3260	9.16
$α$	0.1059	7.35
$β$	0.7993	35.70
$γ_{1}$	0.0012	0.04
$γ_{2}$	0.0562	1.13
$γ_{3}$	-0.1343	-3.33
$γ_{4}$	0.0517	1.29
$γ_{5}$	0.1334	3.49
$γ_{6}$	-0.1989	-5.04
$γ_{7}$	0.1367	3.23
$γ_{8}$	-0.0387	-0.99
$γ_{9}$	-0.0120	-0.32
$γ_{10}$	-0.0046	-0.16

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

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Volatility Forecasts

Volatility Forecasts