Tikehau Capital Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.72% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6859 | 5.04 | |
| 0.1257 | 4.14 | |
| 0.7542 | 14.89 | |
| -0.3090 | -2.56 | |
| 0.4388 | 2.46 | |
| -0.1639 | -1.65 |
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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