V-Lab: PepsiCo Inc Spline-GARCH Volatility Analysis

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PepsiCo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:27.13% (-1.34%)

Analysis last updated: Friday, October 17, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2523	8.79
$α$	0.1064	7.30
$β$	0.7963	34.63
$γ_{1}$	-0.0197	-0.67
$γ_{2}$	0.0888	1.84
$γ_{3}$	-0.1572	-4.04
$γ_{4}$	0.0741	1.91
$γ_{5}$	0.1169	3.14
$γ_{6}$	-0.1941	-5.14
$γ_{7}$	0.1398	3.40
$γ_{8}$	-0.0363	-0.93
$γ_{9}$	-0.0397	-0.95
$γ_{10}$	0.1044	1.45

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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