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	param	t-stat
$ω$	1.5096	8.35
$α$	0.0919	7.86
$β$	0.8466	51.78
$γ_{1}$	0.0516	5.00
$γ_{2}$	-0.1039	-6.72
$γ_{3}$	0.0897	8.17
$γ_{4}$	-0.0531	-4.65
$γ_{5}$	0.0360	2.98
$γ_{6}$	-0.0326	-3.70

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PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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