V-Lab
Fonterra Co-operative Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:0.94% (-63.05%)
Analysis last updated: Saturday, May 18, 2024 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.7497 | 7497400.00 | |
| 0.0003 | 2600.00 | |
| 0.5000 | 5000000.00 | |
| 3.9655 | 39655280.00 | |
| 0.0001 | 550.00 | |
| 0.8265 | 8264660.00 |
Estimation Period:
Nov 30, 2012 to May 17, 2024
Nov 30, 2012 to May 17, 2024
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