Fonterra Co-operative Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.07% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5590 | 2.71 | |
| 0.0978 | 48.57 | |
| 0.9877 | 229.81 | |
| 2.8240 | 34.52 |
Estimation Period:
Nov 30, 2012 to Feb 20, 2026
Nov 30, 2012 to Feb 20, 2026
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