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

V-Lab

| |

V-Lab

Fonterra Co-operative Group Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:1336021.00 (0.00)

Analysis last updated: Friday, May 17, 2024 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0923	4.22
$α$	0.0000	0.00
$β$	0.8862	9.33
$γ_{1}$	1.5285	1.74
$γ_{2}$	-2.3549	-1.50
$γ_{3}$	0.9110	0.60
$γ_{4}$	-0.1994	-0.16
$γ_{5}$	0.5342	0.74
$γ_{6}$	0.1511	0.23
$γ_{7}$	-1.8355	-2.69
$γ_{8}$	3.4242	4.33
$γ_{9}$	-5.2423	-7.30
$γ_{10}$	3.0923	3.15

Estimation Period:
Nov 30, 2012 to May 10, 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