Starwood Hotels & Resorts Worldwide Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
19.04%
1 Week
19.33%
1 Month
20.55%
Analysis last updated: Monday, March 1, 2021 at 08:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 6.37 | |
| 0.1069 | 40.48 | |
| 0.9968 | 1,540.66 | |
| -0.0636 | -11.56 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
Other EGARCH Analyses on Equities