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V-Lab

Carlsberg A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.97% (-0.56%)
Analysis last updated: Saturday, February 14, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Carlsberg A/S SGARCH
paramt-stat
ω0.89406.16
α0.09867.53
β0.817735.20
γ1-0.0012-0.03
γ20.06881.31
γ3-0.1887-5.01
γ40.22986.70
γ5-0.1738-4.84
γ60.07632.11
γ7-0.0048-0.13
γ80.03340.86
γ9-0.1682-3.24
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts