V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:12.61 (0.13)

Analysis last updated: Tuesday, May 6, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0389	6.36
$α$	0.0292	24.11
$β$	0.9535	1,094.73
$γ$	0.0334	14.08

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts