Carlsberg A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.48% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2300 | 18.93 | |
| 0.1371 | 18.55 | |
| 0.8212 | 145.91 | |
| 0.0036 | 0.30 |
Estimation Period:
Mar 6, 2001 to Feb 6, 2026
Mar 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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