Tikehau Capital Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.38% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0234 | 3.13 | |
| 0.0000 | 0.00 | |
| 0.9876 | 4.90 | |
| 3.8129 | 0.14 | |
| -7.6589 | -0.24 | |
| 6.6278 | 1.39 | |
| -4.7032 | -2.80 | |
| 3.3905 | 3.15 | |
| -2.1441 | -2.36 | |
| 1.2127 | 1.33 | |
| -1.1054 | -1.07 |
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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