V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

V-Lab

PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:8.60 (-0.29)

Analysis last updated: Saturday, May 31, 2025 at 02:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9940	11.52
$α$	0.0460	12.37
$β$	0.9521	253.91
$γ_{1}$	-0.0022	-2.45

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts