Sigma-Aldrich Corp MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
7.21%
1 Week
8.05%
1 Month
10.77%
Analysis last updated: Friday, November 20, 2015 at 07:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 10.12 | |
| 0.1999 | 44.47 | |
| 0.8001 | 211.61 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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