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	param	t-stat
$ω$	1.5137	8.38
$α$	0.0926	7.86
$β$	0.8453	51.44
$γ_{1}$	0.0524	5.05
$γ_{2}$	-0.1051	-6.77
$γ_{3}$	0.0904	8.18
$γ_{4}$	-0.0535	-4.65
$γ_{5}$	0.0364	3.00
$γ_{6}$	-0.0328	-3.71

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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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