Fonterra Co-operative Group Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0810 | 13.78 | |
| 0.2154 | 26.96 | |
| 0.9374 | 171.12 | |
| 0.0369 | 3.50 |
Estimation Period:
Nov 30, 2012 to Feb 28, 2025
Nov 30, 2012 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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