V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8.20 (-0.33)

Analysis last updated: Saturday, May 31, 2025 at 02:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0600	2.06
$β$	0.8921	65.13
$γ$	-0.0600	-0.75
$λ_{1}$	0.0100	5.63
$λ_{2}$	0.0538	3.70
$λ_{3}$	0.9449	22.18

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts