Carlsberg A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.74% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2921 | 5.35 | |
| 0.1433 | 8.47 | |
| 0.7568 | 29.42 | |
| 0.0008 | 0.01 | |
| 0.1308 | 1.35 | |
| -0.2962 | -3.77 | |
| 0.2675 | 3.20 | |
| -0.1855 | -2.47 | |
| 0.1651 | 2.62 | |
| -0.0984 | -1.52 | |
| -0.0759 | -0.87 |
Estimation Period:
Mar 6, 2001 to Feb 13, 2026
Mar 6, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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