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

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V-Lab

PepsiCo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.35% (-0.41%)

Analysis last updated: Saturday, December 13, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5273	8.44
$α$	0.0933	7.83
$β$	0.8439	51.05
$γ_{1}$	0.0550	5.21
$γ_{2}$	-0.1093	-6.90
$γ_{3}$	0.0928	8.17
$γ_{4}$	-0.0551	-4.61
$γ_{5}$	0.0377	3.03
$γ_{6}$	-0.0335	-3.70

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts