Tikehau Capital EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.72% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0895 | 14.06 | |
| 0.2416 | 20.16 | |
| 0.9312 | 172.16 | |
| -0.0506 | -2.90 |
Estimation Period:
Aug 28, 2018 to Feb 6, 2026
Aug 28, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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