Sigma-Aldrich Corp GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
15.82%
1 Week
17.14%
1 Month
20.94%
Analysis last updated: Monday, March 1, 2021 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 4.36 | |
| 0.0905 | 26.39 | |
| 0.8806 | 109.87 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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