V-Lab
Fonterra Co-operative Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:8.72% (+0.15%)
Analysis last updated: Tuesday, November 12, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.7500 | 7499900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5000000.00 | |
| 1.3840 | 11.83 | |
| 0.0969 | 11.41 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 30, 2012 to Nov 8, 2024
Nov 30, 2012 to Nov 8, 2024
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