V-Lab
Fonterra Co-operative Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:27.85% (+6.09%)
Analysis last updated: Tuesday, November 12, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9844 | 5.25 | |
| 0.2288 | 5.32 | |
| 0.4218 | 4.41 | |
| -0.5720 | -1.09 | |
| 1.6741 | 2.13 | |
| -2.5910 | -5.23 | |
| 2.8681 | 4.77 | |
| -1.5311 | -1.78 | |
| -0.7669 | -0.79 | |
| 1.9752 | 2.58 | |
| -1.5849 | -2.98 | |
| 0.5539 | 0.97 | |
| -0.1476 | -0.17 |
Estimation Period:
Nov 30, 2012 to Nov 8, 2024
Nov 30, 2012 to Nov 8, 2024
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