V-Lab
V-Lab
Sigma-Aldrich Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 18th, 2015:15.21% (+0.06%)

Analysis last updated: Friday, April 29, 2016 at 05:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma-Aldrich Corp AGARCH
paramt-stat
ω0.03143.40
α0.102030.05
β0.8778125.07
γ0.88645.79
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Impact of return on volatility tomorrow
Volatility Forecasts