Fonterra Co-operative Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.89% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 8.92 | |
| 0.1004 | 9.51 | |
| 0.8991 | 175.61 | |
| -0.0350 | -2.77 |
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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