Sigma-Aldrich Corp MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 10.12 | |
| 0.1999 | 44.47 | |
| 0.8001 | 211.61 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equities