V-Lab: Fonterra Co-operative Group Ltd Spline ILLIQ Liquidity Analysis

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V-Lab

Fonterra Co-operative Group Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:1547644.00 (426.00)

Analysis last updated: Saturday, May 4, 2024 at 06:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0836	5.00
$α$	0.0018	0.23
$β$	0.3313	0.48
$γ_{1}$	1.2853	1.64
$γ_{2}$	-2.0446	-1.40
$γ_{3}$	0.8094	0.54
$γ_{4}$	-0.1346	-0.11
$γ_{5}$	0.4458	0.64
$γ_{6}$	0.3020	0.47
$γ_{7}$	-2.0301	-3.14
$γ_{8}$	3.5942	4.93
$γ_{9}$	-5.2267	-8.06
$γ_{10}$	2.8500	2.34

Estimation Period:
Nov 30, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Fonterra Co-operative Group Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM