Sigma-Aldrich Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
14.74%
1 Week
15.42%
1 Month
17.75%
Analysis last updated: Monday, March 1, 2021 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 5.14 | |
| 0.0000 | 0.00 | |
| 0.9421 | 224.69 | |
| 0.0968 | 21.37 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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