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	param	t-stat
$ω$	1.3259	9.09
$α$	0.1051	7.38
$β$	0.8011	36.51
$γ_{1}$	-0.0001	0.00
$γ_{2}$	0.0610	1.28
$γ_{3}$	-0.1509	-3.96
$γ_{4}$	0.0877	2.30
$γ_{5}$	0.0927	2.53
$γ_{6}$	-0.1765	-4.87
$γ_{7}$	0.1383	3.48
$γ_{8}$	-0.0497	-1.32
$γ_{9}$	-0.0162	-0.42
$γ_{10}$	0.0584	0.99

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PepsiCo Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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