V-Lab: Starwood Hotels & Resorts Worldwide Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Starwood Hotels & Resorts Worldwide Inc APARCH Volatility Analysis

Volatility Prediction for Friday, September 23rd, 2016:20.58% (-0.42%)

Analysis last updated: Thursday, September 22, 2016 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0276	12.09
$α$	0.0578	28.54
$β$	0.9422	572.04
$γ$	0.5220	15.97
$δ$	1.6029	30.08

Estimation Period:
Jan 2, 1990 to Sep 16, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts