Artmarket.com Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.32% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8159 | 4.16 | |
| 0.2495 | 5.67 | |
| 0.5574 | 8.93 | |
| 0.0138 | 0.12 | |
| -0.1509 | -0.88 | |
| 0.2278 | 1.69 | |
| -0.0743 | -0.46 | |
| -0.1035 | -0.51 | |
| 0.1732 | 0.73 | |
| -0.2165 | -0.95 | |
| 0.3227 | 1.70 | |
| -0.3658 | -2.15 | |
| 0.4757 | 2.71 |
Estimation Period:
Jan 24, 2000 to Feb 13, 2026
Jan 24, 2000 to Feb 13, 2026
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