Artmarket.com MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.55% (+11.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2269 | 13.79 | |
| 0.4177 | 11.03 | |
| 0.0679 | 2.57 | |
| 2.1448 | 1.07 | |
| 0.1142 | 0.97 | |
| 0.7663 | 3.46 |
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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