V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:10.89 (-0.01)

Analysis last updated: Tuesday, May 6, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9931	11.52
$α$	0.0460	12.37
$β$	0.9523	254.41
$γ_{1}$	-0.0021	-2.30

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts