Tikehau Capital EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.18% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 0.37 | |
| -0.0092 | -0.83 | |
| 0.9565 | 24.99 | |
| -0.0944 | -7.28 |
Estimation Period:
Jan 5, 2018 to Feb 13, 2026
Jan 5, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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