Fonterra Co-operative Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.94% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5572 | 2.70 | |
| 0.0991 | 48.09 | |
| 0.9876 | 226.40 | |
| 2.8347 | 33.96 |
Estimation Period:
Nov 30, 2012 to Feb 5, 2026
Nov 30, 2012 to Feb 5, 2026
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