Fonterra Co-operative Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.2756 | 14.04 | |
| 0.5147 | 19.10 | |
| -0.1152 | -4.80 | |
| 0.0585 | 0.99 | |
| 0.1743 | 2.80 | |
| 0.7998 | 8.98 |
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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