V-Lab
V-Lab
Sigma-Aldrich Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 18th, 2015:1.69% (-0.03%)

Analysis last updated: Monday, March 1, 2021 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

All

graph of Sigma-Aldrich Corp GAS-GARCH-T
paramt-stat
ω0.33855.61
α0.053376.28
β0.99904712.26
ν549.49
Estimation Period:
Jan 2, 1990 to Nov 13, 2015