Tikehau Capital MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.61% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0876 | 8.25 | |
| 0.7777 | 64.02 | |
| 0.0637 | 3.77 | |
| 0.7891 | 0.58 | |
| 0.1800 | 0.64 | |
| 0.5747 | 0.82 |
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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