Fonterra Co-operative Group Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.13% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0627 | 10.83 | |
| 0.1084 | 20.07 | |
| 0.8659 | 139.33 | |
| -0.0560 | -0.73 |
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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