Tikehau Capital GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.98% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2111 | 19.00 | |
| 0.1439 | 9.69 | |
| 0.7370 | 76.33 | |
| 0.1077 | 3.45 |
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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