V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 18th, 2024:7.84 (0.19)

Analysis last updated: Wednesday, April 17, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0422	6.57
$α$	0.0289	23.64
$β$	0.9528	1070.60
$γ$	0.0352	14.72

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts