Tikehau Capital Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.48% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0421 | 3.44 | |
| 0.0320 | 1.12 | |
| 0.6525 | 1.92 | |
| 4.0703 | 1.81 | |
| -7.2288 | -2.17 | |
| 5.6306 | 3.17 | |
| -4.2331 | -3.42 | |
| 3.1642 | 3.22 | |
| -1.9863 | -2.14 | |
| 0.9749 | 0.92 | |
| -0.6506 | -0.69 |
Estimation Period:
Jan 5, 2018 to Feb 6, 2026
Jan 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Tikehau Capital Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities