Sigma-Aldrich Corp Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
7.36%
1 Week
8.22%
1 Month
11.01%
Analysis last updated: Tuesday, November 17, 2015 at 10:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 17.04 | |
| 0.1647 | 31.22 | |
| 0.8034 | 220.00 | |
| 0.0637 | 6.73 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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