Nexxen International Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.66% (-6.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7926 | 9.34 | |
| 0.1053 | 3.34 | |
| 0.6118 | 19.33 | |
| 0.2605 | 4.20 |
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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