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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5003	8.30***
α ARCH Response to squared shocks	0.0916	7.91***
β GARCH Volatility persistence	0.8474	52.20***

γ₁	0.0498	4.88***
γ₂	-0.1010	-6.61***
γ₃	0.0880	8.16***
γ₄	-0.0521	-4.68***
γ₅	0.0353	2.98***
γ₆	-0.0325	-3.73***

V-Lab

PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other PepsiCo Inc Analyses