T Tuborg GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.80% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3469 | 25.20 | |
| 0.1962 | 26.15 | |
| 0.7994 | 176.34 | |
| -0.0205 | -1.70 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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