V-Lab
Fonterra Co-operative Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:34.26% (-4.76%)
Analysis last updated: Saturday, May 18, 2024 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8448 | 7.30 | |
| 0.1555 | 4.26 | |
| 0.6912 | 6.97 | |
| -0.0294 | -0.80 | |
| 0.0960 | 1.66 | |
| -0.1770 | -3.33 |
Estimation Period:
Nov 30, 2012 to May 17, 2024
Nov 30, 2012 to May 17, 2024
News Impact Curve
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