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V-Lab

Artmarket.com Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.32% (-2.61%)
Analysis last updated: Saturday, February 14, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Artmarket.com SGARCH
paramt-stat
ω0.81594.16
α0.24955.67
β0.55748.93
γ10.01380.12
γ2-0.1509-0.88
γ30.22781.69
γ4-0.0743-0.46
γ5-0.1035-0.51
γ60.17320.73
γ7-0.2165-0.95
γ80.32271.70
γ9-0.3658-2.15
γ100.47572.71
Estimation Period:
Jan 24, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts