Royal Unibrew Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.65% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2031 | 0.01 | |
| 0.7240 | 0.04 | |
| 0.2759 | 0.02 | |
| 946.3009 | 1.49 | |
| -1,487.2020 | -1.56 | |
| 693.8246 | 2.23 | |
| -126.2755 | -0.54 | |
| -87.9957 | -0.24 | |
| 108.9710 | 0.44 | |
| -72.6887 | -0.98 | |
| 24.6171 | 0.14 | |
| 7.8312 | 0.02 | |
| -10.4135 | -0.03 |
Estimation Period:
Jul 10, 2019 to Feb 6, 2026
Jul 10, 2019 to Feb 6, 2026
News Impact Curve
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