Sigma-Aldrich Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
5.20%
1 Week
5.80%
1 Month
8.72%
Analysis last updated: Monday, March 1, 2021 at 05:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 3.12 | |
| 0.1755 | 18.11 | |
| 0.9747 | 131.77 | |
| -0.1190 | -6.21 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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