V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:11.20 (1.14)

Analysis last updated: Tuesday, April 15, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9933	11.53
$α$	0.0459	12.33
$β$	0.9523	254.30
$γ_{1}$	-0.0022	-2.38

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts