Tikehau Capital MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.75% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1345 | 10.55 | |
| 0.6914 | 52.41 | |
| 0.1037 | 5.45 | |
| 0.0354 | 1.18 | |
| 0.0098 | 1.31 | |
| 0.9787 | 55.80 |
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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