Sigma-Aldrich Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
15.21%
1 Week
16.65%
1 Month
20.93%
Analysis last updated: Friday, April 29, 2016 at 05:52 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 3.40 | |
| 0.1020 | 30.05 | |
| 0.8778 | 125.07 | |
| 0.8864 | 5.79 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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