V-Lab: Fletcher Building Ltd Spline ILLIQ Liquidity Analysis

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Fletcher Building Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, December 11th, 2025:7,646.16 (2,200.90)

Analysis last updated: Thursday, December 11, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8070	1.69
$α$	0.0925	9.18
$β$	0.8550	49.02
$γ_{1}$	-0.2727	-1.81
$γ_{2}$	0.3294	1.62
$γ_{3}$	-0.0591	-0.82
$γ_{4}$	0.0175	0.58
$γ_{5}$	0.0163	0.73
$γ_{6}$	-0.0476	-2.00
$γ_{7}$	0.0407	1.42

Estimation Period:
Mar 14, 1996 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Fletcher Building Ltd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM