Nexxen International Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.03% (-5.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4829 | 10.48 | |
| 0.3043 | 9.56 | |
| 0.8223 | 42.94 | |
| -0.1098 | -3.48 |
Estimation Period:
Jun 18, 2021 to Feb 6, 2026
Jun 18, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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