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Nexxen International Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, February 18, 2025 at 11:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nexxen International Ltd S0GARCH
paramt-stat
ω0.17022.67
α0.14793.08
β0.14081.01
γ1-3.4023-2.32
γ23.88651.85
γ3-0.0232-0.02
γ4-1.1012-1.22
γ50.88211.03
γ6-0.5185-0.68
γ70.78990.92
γ8-1.3943-1.45
γ91.47322.04
Estimation Period:
May 28, 2014 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts