V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

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V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:9.05 (0.14)

Analysis last updated: Friday, April 26, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0446	6.92
$α$	0.0289	23.61
$β$	0.9527	1066.84
$γ$	0.0355	14.81

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts