V-Lab: Sigma-Aldrich Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Sigma-Aldrich Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 18th, 2015:6.73% (+0.07%)

Analysis last updated: Tuesday, November 17, 2015 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0390	5.70
$α$	0.0853	36.57
$β$	0.9147	149.97
$γ$	0.5662	7.21
$δ$	0.5992	6.15

Estimation Period:
Jan 2, 1990 to Nov 13, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts