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Tikehau Capital Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.48% (-0.05%)
Analysis last updated: Friday, February 13, 2026 at 10:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tikehau Capital S0GARCH
paramt-stat
ω2.04213.44
α0.03201.12
β0.65251.92
γ14.07031.81
γ2-7.2288-2.17
γ35.63063.17
γ4-4.2331-3.42
γ53.16423.22
γ6-1.9863-2.14
γ70.97490.92
γ8-0.6506-0.69
Estimation Period:
Jan 5, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts