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V-Lab

Nexen Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.68% (-3.12%)
Analysis last updated: Sunday, February 15, 2026 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexen Corp S0GARCH
paramt-stat
ω0.87267.59
α0.15689.05
β0.735328.18
γ1-0.0006-0.02
γ20.01580.35
γ3-0.1042-3.13
γ40.18095.76
γ5-0.1391-4.16
γ60.03700.88
γ70.04790.98
γ8-0.0501-1.25
γ90.01440.60
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts