Fonterra Co-operative Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.14% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2768 | 14.03 | |
| 0.5158 | 19.15 | |
| -0.1174 | -4.89 | |
| 0.0606 | 0.99 | |
| 0.1792 | 2.71 | |
| 0.7936 | 8.43 |
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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