In the probe limit, we investigate the nonlinear electrodynamical effects of the both exponential form and the logarithmic form on the holographic paramagnetism-ferromagnetism phase transition in the background of a Schwarzschild-AdS black hole spacetime. Moreover, by comparing the exponential form of nonlinear electrodynamics with the logarithmic form of nonlinear electrodynamics and the Born-Infeld nonlinear electrodynamics which has been presented in Ref.~cite{Wu:2016uyj}, we find that the higher nonlinear electrodynamics correction makes the critical temperature smaller and the magnetic moment harder form in the case without external field. Furthermore, the increase of nonlinear parameter b will result in extending the period of the external magnetic field. Especially, the effect of the exponential form of nonlinear electrodynamics on the periodicity of hysteresis loop is more noticeable.