Fonterra Co-operative Group Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.64% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 10.20 | |
| 0.0698 | 16.36 | |
| 0.9186 | 225.31 |
Estimation Period:
Nov 30, 2012 to Feb 5, 2026
Nov 30, 2012 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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