V-Lab: PepsiCo Inc Spline ILLIQ Liquidity Analysis

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PepsiCo Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, October 28th, 2025:8.00 (0.12)

Analysis last updated: Monday, October 27, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9937	11.54
$α$	0.0458	12.43
$β$	0.9523	256.35
$γ_{1}$	-0.0022	-2.53

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts