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

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Fonterra Co-operative Group Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 1st, 2025:7,966.84 (1,238.09)

Analysis last updated: Sunday, November 30, 2025 at 06:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4897	5.95
$α$	0.0955	7.04
$β$	0.8831	53.75
$γ_{1}$	0.0091	0.25
$γ_{2}$	0.1267	2.04
$γ_{3}$	-0.4864	-6.83

Estimation Period:
Nov 30, 2012 to Nov 28, 2025

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