V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:7.71 (-0.03)

Analysis last updated: Friday, June 27, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0600	2.07
$β$	0.8929	64.84
$γ$	-0.0600	-0.75
$λ_{1}$	0.0085	5.20
$λ_{2}$	0.0521	3.64
$λ_{3}$	0.9466	22.93

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts