Sigma-Aldrich Corp APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
6.73%
1 Week
7.82%
1 Month
12.53%
Analysis last updated: Tuesday, November 17, 2015 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 5.70 | |
| 0.0853 | 36.57 | |
| 0.9147 | 149.97 | |
| 0.5662 | 7.21 | |
| 0.5992 | 6.15 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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