V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:12.96 (0.58)

Analysis last updated: Wednesday, April 16, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0384	6.27
$α$	0.0292	24.10
$β$	0.9535	1,093.44
$γ$	0.0334	14.10

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts