Fonterra Co-operative Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:21.87% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6992 | 2.90 | |
| 0.0928 | 55.24 | |
| 0.9894 | 290.24 | |
| 2.8345 | 38.78 |
Estimation Period:
Nov 30, 2012 to Dec 12, 2025
Nov 30, 2012 to Dec 12, 2025
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