Royal Unibrew A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.12% (+2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7545 | 3.58 | |
| 0.1706 | 6.90 | |
| 0.6100 | 12.36 | |
| 0.0852 | 1.00 | |
| -0.1027 | -0.85 | |
| -0.0217 | -0.28 | |
| 0.2284 | 3.37 | |
| -0.4434 | -6.23 | |
| 0.4119 | 6.25 | |
| -0.2328 | -3.81 | |
| 0.1602 | 2.57 | |
| -0.1608 | -3.04 | |
| 0.1023 | 2.83 |
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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