Fonterra Co-operative Group Ltd GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2082 | 14.54 | |
| 0.1560 | 9.80 | |
| 0.8099 | 103.37 | |
| -0.0590 | -2.53 |
Estimation Period:
Nov 30, 2012 to Feb 28, 2025
Nov 30, 2012 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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