V-Lab
V-Lab
Sigma-Aldrich Corp MEM Volatility Analysis
Volatility Prediction for Wednesday, November 18th, 2015:7.21% (+0.41%)

Analysis last updated: Friday, November 20, 2015 at 07:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma-Aldrich Corp MEM
paramt-stat
ω0.025510.12
α0.199944.47
β0.8001211.61
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Impact of return on volatility tomorrow
Volatility Forecasts