V-Lab: PepsiCo Inc Spline-GARCH Volatility Analysis

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PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 18th, 2025:22.21% (-0.79%)

Analysis last updated: Wednesday, December 17, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3272	9.25
$α$	0.1064	7.32
$β$	0.7961	34.82
$γ_{1}$	-0.0023	-0.08
$γ_{2}$	0.0654	1.36
$γ_{3}$	-0.1508	-3.91
$γ_{4}$	0.0771	2.01
$γ_{5}$	0.1096	2.97
$γ_{6}$	-0.1890	-5.10
$γ_{7}$	0.1404	3.48
$γ_{8}$	-0.0426	-1.12
$γ_{9}$	-0.0285	-0.71
$γ_{10}$	0.0805	1.22

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

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