Sigma-Aldrich Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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