Fonterra Co-operative Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.47% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 8.81 | |
| 0.0977 | 9.43 | |
| 0.9016 | 179.89 | |
| -0.0333 | -2.68 |
Estimation Period:
Nov 30, 2012 to Feb 5, 2026
Nov 30, 2012 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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