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	param	t-stat
$ω$	1.3203	9.16
$α$	0.1055	7.34
$β$	0.7990	35.68
$γ_{1}$	-0.0045	-0.15
$γ_{2}$	0.0680	1.42
$γ_{3}$	-0.1519	-3.95
$γ_{4}$	0.0801	2.08
$γ_{5}$	0.1051	2.85
$γ_{6}$	-0.1858	-5.03
$γ_{7}$	0.1398	3.47
$γ_{8}$	-0.0443	-1.16
$γ_{9}$	-0.0242	-0.61
$γ_{10}$	0.0666	1.05

V-Lab

PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:21.68% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses