Fonterra Co-operative Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.30% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 13.34 | |
| 0.2180 | 27.66 | |
| 0.9490 | 224.30 | |
| 0.0323 | 2.66 |
Estimation Period:
Nov 30, 2012 to Feb 13, 2026
Nov 30, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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