Carlsberg A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.26% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 7.38 | |
| 0.0000 | 0.00 | |
| 0.9442 | 209.17 | |
| 0.0683 | 6.86 |
Estimation Period:
Mar 23, 2018 to Feb 6, 2026
Mar 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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