Starwood Hotels & Resorts Worldwide Inc MEM Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
22.17%
1 Week
22.58%
1 Month
24.16%
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 | |
|---|---|---|
| 0.0366 | 4.81 | |
| 0.1223 | 38.29 | |
| 0.8777 | 274.70 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
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