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

V-Lab

Fonterra Co-operative Group Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:18,776.81 (-354.49)

Analysis last updated: Tuesday, July 8, 2025 at 03:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4856	5.60
$α$	0.0961	7.00
$β$	0.8841	53.59
$γ_{1}$	-0.0045	-0.11
$γ_{2}$	0.1536	2.12
$γ_{3}$	-0.4551	-5.52

Estimation Period:
Nov 30, 2012 to Jul 4, 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