Royal Unibrew GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.38% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 3.62 | |
| 0.0403 | 13.99 | |
| 0.9463 | 242.40 | |
| 0.0268 | 2.68 |
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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