V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:9.21 (0.18)

Analysis last updated: Tuesday, July 29, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0359	6.04
$α$	0.0303	24.65
$β$	0.9530	1,094.20
$γ$	0.0322	13.45

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts