Fonterra Co-operative Group Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.87%
decreased by 1.28%
1 Week
25.04%
decreased by 1.11%
1 Month
25.65%
decreased by 0.50%
Analysis last updated: Tuesday, June 9, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1266 | 14.34 | |
| 0.8764 | 170.41 | |
| -0.0356 | -2.79 | |
| 3.6140 | 22.67 |
Estimation Period:
Nov 30, 2012 to Jun 5, 2026
Nov 30, 2012 to Jun 5, 2026
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