Fonterra Co-operative Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.95% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2424 | 17.25 | |
| 0.3303 | 13.19 | |
| 0.5885 | 45.78 | |
| 0.0253 | 0.68 |
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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