PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, October 27th, 2025:8.39 (-0.36)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 5.88 | |
| 0.0300 | 24.58 | |
| 0.9533 | 1,102.11 | |
| 0.0323 | 13.55 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Liquidity Forecasts
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