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V-Lab

Nexen Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.42% (+2.36%)
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 SGARCH
paramt-stat
ω0.83437.67
α0.15928.99
β0.717725.90
γ1-0.0139-0.48
γ20.03810.88
γ3-0.1211-3.85
γ40.19446.53
γ5-0.1463-4.59
γ60.03340.84
γ70.07201.55
γ8-0.1162-2.90
γ90.20164.06
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts