V-Lab
Fonterra Co-operative Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.72% (+0.49%)
Analysis last updated: Saturday, May 11, 2024 at 02:59 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9492 | 5.39 | |
| 0.2406 | 5.61 | |
| 0.3579 | 4.13 | |
| -0.9444 | -1.80 | |
| 2.3580 | 3.09 | |
| -3.0738 | -6.02 | |
| 2.8446 | 4.20 | |
| -0.8659 | -0.97 | |
| -1.4669 | -1.73 | |
| 1.9559 | 3.23 | |
| -0.9195 | -1.41 | |
| -0.0917 | -0.14 | |
| 0.2354 | 0.53 |
Estimation Period:
Nov 30, 2012 to May 3, 2024
Nov 30, 2012 to May 3, 2024
News Impact Curve
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