V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:10.60 (-0.44)

Analysis last updated: Thursday, March 13, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0385	6.25
$α$	0.0294	24.12
$β$	0.9533	1089.51
$γ$	0.0335	14.09

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts