V-Lab: Nexen Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Nexen Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:18.34% (-0.94%)

Analysis last updated: Saturday, April 13, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8488	7.54
$α$	0.1672	9.03
$β$	0.7126	25.46
$γ_{1}$	-0.0117	-0.36
$γ_{2}$	0.0429	0.91
$γ_{3}$	-0.1336	-4.12
$γ_{4}$	0.1823	6.04
$γ_{5}$	-0.0923	-2.66
$γ_{6}$	-0.0335	-0.87
$γ_{7}$	0.1002	2.66
$γ_{8}$	-0.0762	-1.96
$γ_{9}$	0.0318	0.95

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts