Sigma-Aldrich Corp GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities