PepsiCo Inc AGARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
22.36%
increased by 3.17%
1 Week
22.42%
increased by 3.23%
1 Month
22.66%
increased by 3.47%
Analysis last updated: Wednesday, June 17, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.31 | |
| 0.0637 | 44.57 | |
| 0.9300 | 676.84 | |
| 0.5251 | 22.01 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equities