Sigma-Aldrich Corp EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 3.12 | |
| 0.1755 | 18.11 | |
| 0.9747 | 131.77 | |
| -0.1190 | -6.21 |
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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