Fonterra Co-operative Group Ltd GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.47% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 10.17 | |
| 0.0699 | 16.39 | |
| 0.9186 | 225.98 |
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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