V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

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V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 24th, 2024:8.42 (0.54)

Analysis last updated: Tuesday, April 23, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9937	11.50
$α$	0.0463	12.18
$β$	0.9519	249.06
$γ_{1}$	-0.0025	-2.44

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts