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Carlsberg A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.41% (+0.05%)
Analysis last updated: Friday, February 13, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carlsberg A/S S0GARCH
paramt-stat
ω0.90995.94
α0.09607.66
β0.832139.28
γ10.00520.14
γ20.05621.01
γ3-0.1750-4.34
γ40.21305.85
γ5-0.1541-4.06
γ60.05401.40
γ70.02670.71
γ8-0.0297-0.81
γ9-0.0028-0.11
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts