Tikehau Capital MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.69% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.00 | |
| 0.5952 | 11.41 | |
| 0.1369 | 3.18 | |
| 0.5462 | 0.10 | |
| 0.4096 | 0.11 | |
| 0.4064 | 0.07 |
Estimation Period:
Jan 5, 2018 to Feb 6, 2026
Jan 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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