T Tuborg Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.63% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3590 | 7.36 | |
| 0.2940 | 9.20 | |
| 0.5424 | 14.32 | |
| 0.0010 | 0.02 | |
| -0.0445 | -0.49 | |
| -0.0121 | -0.17 | |
| 0.2442 | 3.28 | |
| -0.3516 | -4.52 | |
| 0.2051 | 2.74 | |
| -0.0508 | -0.71 | |
| 0.0918 | 1.32 | |
| -0.1223 | -1.82 | |
| -0.0861 | -0.88 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
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