Royal Unibrew EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.04% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 9.95 | |
| 0.3005 | 23.22 | |
| 0.9196 | 104.00 | |
| -0.0080 | -0.82 |
Estimation Period:
Jul 10, 2019 to Feb 13, 2026
Jul 10, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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