Tikehau Capital GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.74% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2909 | 15.48 | |
| 0.0970 | 7.20 | |
| 0.7735 | 71.47 | |
| 0.0777 | 2.73 |
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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