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V-Lab

Nexen Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.29% (+2.90%)
Analysis last updated: Saturday, February 21, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexen Corp S0GARCH
paramt-stat
ω0.85907.52
α0.15639.04
β0.736128.26
γ1-0.0069-0.23
γ20.02510.55
γ3-0.1088-3.27
γ40.18325.84
γ5-0.1401-4.19
γ60.03750.89
γ70.04750.97
γ8-0.0499-1.25
γ90.01440.61
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts