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, October 13th, 2025:32.21% (+3.92%)

Analysis last updated: Friday, October 10, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3059	8.92
$α$	0.1063	7.42
$β$	0.8006	36.52
$γ_{1}$	-0.0000	-0.00
$γ_{2}$	0.0565	1.15
$γ_{3}$	-0.1359	-3.42
$γ_{4}$	0.0620	1.56
$γ_{5}$	0.1185	3.13
$γ_{6}$	-0.1892	-4.91
$γ_{7}$	0.1367	3.27
$γ_{8}$	-0.0467	-1.21
$γ_{9}$	0.0019	0.05
$γ_{10}$	-0.0182	-0.61

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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