V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, September 18th, 2025:8.98 (0.05)

Analysis last updated: Wednesday, September 17, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9940	11.53
$α$	0.0460	12.43
$β$	0.9522	255.63
$γ_{1}$	-0.0022	-2.48

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts