Fonterra Co-operative Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.90% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 13.39 | |
| 0.2200 | 27.77 | |
| 0.9477 | 218.36 | |
| 0.0324 | 2.67 |
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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