V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:7.92 (-0.37)

Analysis last updated: Wednesday, June 18, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0601	2.07
$β$	0.8924	64.77
$γ$	-0.0601	-0.75
$λ_{1}$	0.0090	5.34
$λ_{2}$	0.0527	3.67
$λ_{3}$	0.9460	22.66

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts