Sigma-Aldrich Corp Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 17.04 | |
| 0.1647 | 31.22 | |
| 0.8034 | 220.00 | |
| 0.0637 | 6.73 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equities