Carlsberg A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.24% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3014 | 5.34 | |
| 0.1433 | 8.42 | |
| 0.7591 | 29.99 | |
| 0.0037 | 0.06 | |
| 0.1257 | 1.28 | |
| -0.2919 | -3.66 | |
| 0.2648 | 3.13 | |
| -0.1882 | -2.50 | |
| 0.1801 | 2.91 | |
| -0.1421 | -2.57 | |
| 0.0553 | 1.51 |
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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