V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:11.95 (0.31)

Analysis last updated: Wednesday, April 16, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0595	2.06
$β$	0.8931	66.22
$γ$	-0.0595	-0.75
$λ_{1}$	0.0104	5.66
$λ_{2}$	0.0540	3.69
$λ_{3}$	0.9446	22.06

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts