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

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V-Lab

Fonterra Co-operative Group Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, May 17th, 2024:90420.20 (-2968.48)

Analysis last updated: Friday, May 17, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	1.49
$α$	0.0670	18.77
$β$	0.9318	399.55
$γ$	0.0025	0.52

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
Spline ILLIQ
Historical ILLIQ
ILLIQ-MFMEM