Royal Unibrew A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.11% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7996 | 3.67 | |
| 0.1691 | 6.97 | |
| 0.6139 | 12.48 | |
| 0.0946 | 1.11 | |
| -0.1118 | -0.92 | |
| -0.0288 | -0.37 | |
| 0.2448 | 3.61 | |
| -0.4618 | -6.50 | |
| 0.4252 | 6.48 | |
| -0.2337 | -3.82 | |
| 0.1363 | 2.17 | |
| -0.0884 | -1.34 | |
| -0.0997 | -0.81 |
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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