V-Lab
V-Lab
Starwood Hotels & Resorts Worldwide Inc Asy. MEM Volatility Analysis
Volatility Prediction for Friday, September 23rd, 2016:22.02% (-0.82%)

Analysis last updated: Thursday, September 22, 2016 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starwood Hotels & Resorts Worldwide Inc AMEM
paramt-stat
ω0.035110.62
α0.102129.63
β0.8849288.51
γ0.02614.90
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Impact of return on volatility tomorrow
Volatility Forecasts