V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:10.49 (0.01)

Analysis last updated: Wednesday, May 7, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0598	2.06
$β$	0.8922	66.36
$γ$	-0.0598	-0.75
$λ_{1}$	0.0117	5.98
$λ_{2}$	0.0555	3.75
$λ_{3}$	0.9431	21.49

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts