Nexen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.02% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1146 | 17.52 | |
| 0.1238 | 23.06 | |
| 0.8696 | 289.87 | |
| -0.0133 | -1.51 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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