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artnet AG Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, August 23, 2025 at 10:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of artnet AG S0GARCH
paramt-stat
ω1.08536.81
α0.17696.97
β0.660514.69
γ1-0.0239-0.28
γ2-0.1819-1.33
γ30.41794.68
γ4-0.2890-3.37
γ50.13161.15
γ6-0.1652-1.40
γ70.23492.39
γ8-0.1924-2.08
γ90.08941.11
Estimation Period:
May 19, 1999 to Aug 22, 2025
Impact of return on volatility tomorrow
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