Nexen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.24% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 17.51 | |
| 0.1237 | 23.06 | |
| 0.8697 | 289.98 | |
| -0.0132 | -1.51 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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