Fonterra Co-operative Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:20.33% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0387 | 8.81 | |
| 0.0933 | 9.36 | |
| 0.9067 | 189.49 | |
| -0.0322 | -2.71 |
Estimation Period:
Nov 30, 2012 to Dec 12, 2025
Nov 30, 2012 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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