V-Lab: PepsiCo Inc Spline-GARCH Volatility Analysis

V-Lab

PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:22.71% (-0.97%)

Analysis last updated: Monday, June 30, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3262	9.39
$α$	0.1077	7.24
$β$	0.7920	33.39
$γ_{1}$	-0.0064	-0.21
$γ_{2}$	0.0725	1.48
$γ_{3}$	-0.1497	-3.79
$γ_{4}$	0.0601	1.54
$γ_{5}$	0.1352	3.59
$γ_{6}$	-0.2070	-5.34
$γ_{7}$	0.1425	3.42
$γ_{8}$	-0.0336	-0.85
$γ_{9}$	-0.0372	-0.87
$γ_{10}$	0.0705	1.08

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts