Starwood Hotels & Resorts Worldwide Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
22.02%
1 Week
22.41%
1 Month
23.94%
Analysis last updated: Thursday, September 22, 2016 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 10.62 | |
| 0.1021 | 29.63 | |
| 0.8849 | 288.51 | |
| 0.0261 | 4.90 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
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