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	param	t-stat
$ω$	1.5109	8.36
$α$	0.0920	7.85
$β$	0.8464	51.73
$γ_{1}$	0.0518	5.01
$γ_{2}$	-0.1043	-6.73
$γ_{3}$	0.0899	8.18
$γ_{4}$	-0.0533	-4.66
$γ_{5}$	0.0362	3.00
$γ_{6}$	-0.0328	-3.72

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PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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