V-Lab
Fonterra Co-operative Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:25.10% (-0.55%)
Analysis last updated: Thursday, May 9, 2024 at 07:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0173 | 8.36 | |
| 0.1509 | 4.92 | |
| 0.7248 | 10.47 | |
| 0.0385 | 2.98 | |
| -0.0558 | -3.32 |
Estimation Period:
Nov 30, 2012 to May 3, 2024
Nov 30, 2012 to May 3, 2024
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