V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, July 30th, 2025:8.76 (0.48)

Analysis last updated: Tuesday, July 29, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9942	11.52
$α$	0.0461	12.42
$β$	0.9521	254.92
$γ_{1}$	-0.0022	-2.50

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts