Fonterra Co-operative Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.77% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1085 | 16.29 | |
| 0.4108 | 32.31 | |
| 0.8738 | 121.40 | |
| 0.0321 | 4.27 |
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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