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V-Lab

Tikehau Capital Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.38% (0.00%)
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 SGARCH
paramt-stat
ω1.02343.13
α0.00000.00
β0.98764.90
γ13.81290.14
γ2-7.6589-0.24
γ36.62781.39
γ4-4.7032-2.80
γ53.39053.15
γ6-2.1441-2.36
γ71.21271.33
γ8-1.1054-1.07
Estimation Period:
Jan 5, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts