Fonterra Co-operative Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:15.98% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0660 | 10.95 | |
| 0.1119 | 20.28 | |
| 0.8609 | 133.83 | |
| -0.0656 | -0.88 |
Estimation Period:
Nov 30, 2012 to Feb 20, 2026
Nov 30, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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