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V-Lab

Royal Unibrew A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.11% (-1.33%)
Analysis last updated: Thursday, February 12, 2026 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Royal Unibrew A/S SGARCH
paramt-stat
ω1.79963.67
α0.16916.97
β0.613912.48
γ10.09461.11
γ2-0.1118-0.92
γ3-0.0288-0.37
γ40.24483.61
γ5-0.4618-6.50
γ60.42526.48
γ7-0.2337-3.82
γ80.13632.17
γ9-0.0884-1.34
γ10-0.0997-0.81
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts