Sigma-Aldrich Corp GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, November 18th, 2015):
1 Day
1.69%
1 Week
1.74%
1 Month
1.92%
Analysis last updated: Thursday, March 26, 2026 at 05:47 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3385 | 5.61 | |
| 0.0533 | 76.28 | |
| 0.9990 | 4,712.26 | |
| 4.7280 | 49.49 |
Estimation Period:
Jan 2, 1990 to Nov 13, 2015
Jan 2, 1990 to Nov 13, 2015
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