Tikehau Capital EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.47% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0940 | 14.93 | |
| 0.3488 | 22.01 | |
| 0.9173 | 184.12 | |
| -0.0510 | -3.50 |
Estimation Period:
Mar 6, 2017 to Feb 6, 2026
Mar 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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