Fonterra Co-operative Group Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.99%
decreased by 1.32%
1 Week
25.24%
decreased by 1.07%
1 Month
26.13%
decreased by 0.18%
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 | |
|---|---|---|
| 0.0535 | 9.54 | |
| 0.1328 | 9.39 | |
| 0.8741 | 157.84 | |
| -0.0371 | -1.57 |
Estimation Period:
Nov 30, 2012 to Jun 5, 2026
Nov 30, 2012 to Jun 5, 2026
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