Fonterra Co-operative Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.96% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3889 | 2.92 | |
| 0.2326 | 36.61 | |
| 0.9573 | 67.49 | |
| 2.4005 | 65.21 |
Estimation Period:
Nov 30, 2012 to Feb 5, 2026
Nov 30, 2012 to Feb 5, 2026
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