V-Lab: PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

PepsiCo Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:9.24 (0.60)

Analysis last updated: Tuesday, July 29, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0600	2.07
$β$	0.8927	64.50
$γ$	-0.0600	-0.75
$λ_{1}$	0.0090	5.36
$λ_{2}$	0.0523	3.65
$λ_{3}$	0.9464	22.81

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts