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V-Lab

Royal Unibrew Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.65% (-1.57%)
Analysis last updated: Friday, February 13, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Royal Unibrew S0GARCH
paramt-stat
ω0.20310.01
α0.72400.04
β0.27590.02
γ1946.30091.49
γ2-1,487.2020-1.56
γ3693.82462.23
γ4-126.2755-0.54
γ5-87.9957-0.24
γ6108.97100.44
γ7-72.6887-0.98
γ824.61710.14
γ97.83120.02
γ10-10.4135-0.03
Estimation Period:
Jul 10, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts