V-Lab: PepsiCo Inc Spline-GARCH Volatility Analysis

V-Lab

PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:25.36% (+1.41%)

Analysis last updated: Monday, September 15, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3110	9.14
$α$	0.1065	7.31
$β$	0.7966	34.74
$γ_{1}$	-0.0055	-0.18
$γ_{2}$	0.0698	1.43
$γ_{3}$	-0.1496	-3.79
$γ_{4}$	0.0681	1.74
$γ_{5}$	0.1223	3.25
$γ_{6}$	-0.1972	-5.13
$γ_{7}$	0.1401	3.36
$γ_{8}$	-0.0348	-0.88
$γ_{9}$	-0.0423	-0.98
$γ_{10}$	0.1071	1.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts