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V-Lab

Nexen Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.78% (+0.03%)
Analysis last updated: Friday, February 13, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexen Corp S0GARCH
paramt-stat
ω0.87707.65
α0.15699.04
β0.735128.15
γ1-0.0010-0.03
γ20.01690.37
γ3-0.1057-3.18
γ40.18215.81
γ5-0.1402-4.20
γ60.03830.91
γ70.04650.95
γ8-0.0497-1.25
γ90.01470.62
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts