Fonterra Co-operative Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:20.34% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 11.90 | |
| 0.9100 | 216.71 | |
| -0.0306 | -3.06 | |
| 2.7880 | 26.29 |
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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