Royal Unibrew A/S GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.97% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2027 | 8.74 | |
| 0.0313 | 7.13 | |
| 0.8877 | 157.82 | |
| 0.0655 | 5.71 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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