V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:9.26 (-0.13)

Analysis last updated: Friday, April 26, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0609	2.08
$β$	0.8904	66.55
$γ$	-0.0609	-0.76
$λ_{1}$	0.0094	4.45
$λ_{2}$	0.0565	3.87
$λ_{3}$	0.9421	21.48

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts