V-Lab: PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 7th, 2025:9.47 (0.70)

Analysis last updated: Monday, October 6, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0352	5.96
$α$	0.0301	24.61
$β$	0.9533	1,100.82
$γ$	0.0321	13.45

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts