Carlsberg Brewery Malaysia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.77% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6080 | 5.44 | |
| 0.1285 | 7.17 | |
| 0.7579 | 22.35 | |
| 0.1136 | 2.01 | |
| -0.2380 | -2.81 | |
| 0.2181 | 2.80 | |
| -0.1276 | -1.29 | |
| 0.0852 | 0.78 | |
| -0.1183 | -1.26 | |
| 0.1040 | 1.30 | |
| -0.0100 | -0.14 | |
| -0.1118 | -1.49 | |
| 0.1373 | 2.14 |
Estimation Period:
Aug 11, 1993 to Feb 6, 2026
Aug 11, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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