Sigma-Aldrich Corp AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 3.40 | |
| 0.1020 | 30.05 | |
| 0.8778 | 125.07 | |
| 0.8864 | 5.79 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
News Impact Curve
Volatility Forecasts
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