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 30th, 2025:21.92% (+2.09%)

Analysis last updated: Friday, June 27, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2987	9.06
$α$	0.1097	7.31
$β$	0.7894	33.24
$γ_{1}$	-0.0015	-0.05
$γ_{2}$	0.0592	1.20
$γ_{3}$	-0.1343	-3.38
$γ_{4}$	0.0503	1.28
$γ_{5}$	0.1356	3.59
$γ_{6}$	-0.2004	-5.14
$γ_{7}$	0.1372	3.30
$γ_{8}$	-0.0396	-1.03
$γ_{9}$	-0.0101	-0.28
$γ_{10}$	-0.0059	-0.21

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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