Starwood Hotels & Resorts Worldwide Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
20.57%
1 Week
20.97%
1 Month
22.48%
Analysis last updated: Monday, March 1, 2021 at 05:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 8.92 | |
| 0.0679 | 26.22 | |
| 0.9321 | 431.51 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
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