V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:10.54 (-0.35)

Analysis last updated: Friday, May 16, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9932	11.52
$α$	0.0459	12.37
$β$	0.9523	254.55
$γ_{1}$	-0.0021	-2.32

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts