V-Lab: Fonterra Co-operative Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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Fonterra Co-operative Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:23.86% (-4.61%)

Analysis last updated: Sunday, December 14, 2025 at 04:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0935	5.47
$α$	0.2261	5.77
$β$	0.4362	5.00
$γ_{1}$	0.1561	0.33
$γ_{2}$	0.2451	0.33
$γ_{3}$	-1.2800	-2.68
$γ_{4}$	2.2430	5.16
$γ_{5}$	-2.3687	-5.08
$γ_{6}$	1.2915	2.17
$γ_{7}$	-0.1090	-0.15
$γ_{8}$	-0.4067	-0.69
$γ_{9}$	0.1500	0.32
$γ_{10}$	0.1673	0.45

Estimation Period:
Nov 30, 2012 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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