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V-Lab

Nexxen International Ltd 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 SGARCH
paramt-stat
ω0.16802.65
α0.14343.11
β0.13190.93
γ1-3.4379-2.36
γ23.93921.88
γ3-0.0504-0.05
γ4-1.0872-1.21
γ50.88471.04
γ6-0.5585-0.73
γ70.91611.04
γ8-1.7242-1.64
γ92.38642.11
Estimation Period:
May 28, 2014 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts