Carlsberg A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.97% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8940 | 6.16 | |
| 0.0986 | 7.53 | |
| 0.8177 | 35.20 | |
| -0.0012 | -0.03 | |
| 0.0688 | 1.31 | |
| -0.1887 | -5.01 | |
| 0.2298 | 6.70 | |
| -0.1738 | -4.84 | |
| 0.0763 | 2.11 | |
| -0.0048 | -0.13 | |
| 0.0334 | 0.86 | |
| -0.1682 | -3.24 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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