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	param	t-stat
$ω$	1.2529	8.68
$α$	0.1055	7.36
$β$	0.8000	36.06
$γ_{1}$	-0.0185	-0.63
$γ_{2}$	0.0864	1.81
$γ_{3}$	-0.1592	-4.15
$γ_{4}$	0.0862	2.25
$γ_{5}$	0.0989	2.68
$γ_{6}$	-0.1813	-4.93
$γ_{7}$	0.1379	3.43
$γ_{8}$	-0.0441	-1.16
$γ_{9}$	-0.0258	-0.65
$γ_{10}$	0.0785	1.24

V-Lab

PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.31% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PepsiCo Inc Analyses