Fonterra Co-operative Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.38%
decreased by 2.10%
1 Week
26.50%
decreased by 1.98%
1 Month
26.94%
decreased by 1.54%
Analysis last updated: Tuesday, June 9, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9091 | 2.81 | |
| 0.0930 | 55.26 | |
| 0.9890 | 269.64 | |
| 2.7557 | 41.26 |
Estimation Period:
Nov 30, 2012 to Jun 5, 2026
Nov 30, 2012 to Jun 5, 2026
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