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

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PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:17.46% (-0.60%)

Analysis last updated: Friday, November 21, 2025 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5291	8.44
$α$	0.0939	7.84
$β$	0.8433	50.95
$γ_{1}$	0.0554	5.23
$γ_{2}$	-0.1101	-6.91
$γ_{3}$	0.0932	8.14
$γ_{4}$	-0.0552	-4.58
$γ_{5}$	0.0377	3.01
$γ_{6}$	-0.0332	-3.66

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts