Artmarket.com GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.55% (+9.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0482 | 15.03 | |
| 0.2053 | 13.84 | |
| 0.6774 | 57.19 | |
| 0.0555 | 1.89 |
Estimation Period:
Jan 24, 2000 to Feb 6, 2026
Jan 24, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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