Royal Unibrew Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.86% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 362,590.00 | |
| 1.0000 | 10,000,000.00 | |
| 0.0000 | 0.00 | |
| 25.1742 | 251,741,500.00 | |
| -57.3354 | -573,353,900.00 | |
| 41.2314 | 412,313,600.00 | |
| -10.3719 | -103,718,900.00 | |
| -0.4913 | -4,912,960.00 | |
| 3.2102 | 32,101,580.00 | |
| -1.5150 | -15,150,450.00 | |
| -0.3122 | -3,121,620.00 | |
| 0.0926 | 925,590.00 | |
| 1.7018 | 17,017,700.00 |
Estimation Period:
Jul 10, 2019 to Feb 6, 2026
Jul 10, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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