Starwood Hotels & Resorts Worldwide Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0216 | -2.83 | |
| 0.0699 | 36.65 | |
| 0.9256 | 537.80 | |
| 1.0932 | 18.31 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
News Impact Curve
Volatility Forecasts
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