Artmarket.com Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.64% (-6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7999 | 4.19 | |
| 0.2677 | 6.26 | |
| 0.5323 | 9.67 | |
| -0.0212 | -0.22 | |
| -0.0915 | -0.66 | |
| 0.2389 | 2.44 | |
| -0.2142 | -2.06 | |
| 0.1378 | 1.33 | |
| -0.1286 | -1.11 | |
| 0.1729 | 1.41 | |
| -0.1193 | -0.85 | |
| 0.0191 | 0.15 |
Estimation Period:
Jan 24, 2000 to Feb 6, 2026
Jan 24, 2000 to Feb 6, 2026
News Impact Curve
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