Carlsberg A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.63% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7598 | 6.19 | |
| 0.0884 | 7.05 | |
| 0.8483 | 46.27 | |
| -0.0350 | -1.32 | |
| 0.0965 | 2.44 | |
| -0.1496 | -5.03 | |
| 0.1665 | 6.25 | |
| -0.1472 | -6.23 | |
| 0.1041 | 3.78 | |
| -0.0258 | -0.86 | |
| -0.0175 | -0.47 |
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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