V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:9.21 (-0.03)

Analysis last updated: Friday, September 12, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0360	6.06
$α$	0.0301	24.60
$β$	0.9532	1,098.12
$γ$	0.0323	13.53

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts