V-Lab
V-Lab
Sigma-Aldrich Corp Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, November 18th, 2015:7.36% (+0.48%)

Analysis last updated: Tuesday, November 17, 2015 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma-Aldrich Corp AMEM
paramt-stat
ω0.026517.04
α0.164731.22
β0.8034220.00
γ0.06376.73
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Impact of return on volatility tomorrow
Volatility Forecasts