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V-Lab
Sigma-Aldrich Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 18th, 2015:14.74% (0.00%)

Analysis last updated: Monday, March 1, 2021 at 09:28 PM UTC

Date Range:

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graph of Sigma-Aldrich Corp GJR-GARCH
paramt-stat
ω0.04945.14
α0.00000.00
β0.9421224.69
γ0.096821.37
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Impact of return on volatility tomorrow
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