PepsiCo Inc GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.57%
decreased by 0.52%
1 Week
19.63%
decreased by 0.46%
1 Month
19.88%
decreased by 0.21%
Analysis last updated: Friday, June 12, 2026 at 11:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 17.52 | |
| 0.0600 | 36.95 | |
| 0.9348 | 593.88 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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