V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:8.90 (-0.19)

Analysis last updated: Friday, September 12, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0599	2.06
$β$	0.8927	64.29
$γ$	-0.0599	-0.75
$λ_{1}$	0.0094	5.69
$λ_{2}$	0.0523	3.65
$λ_{3}$	0.9464	22.78

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts