V-Lab
V-Lab
Starwood Hotels & Resorts Worldwide Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, September 23rd, 2016:19.04% (-0.33%)

Analysis last updated: Monday, March 1, 2021 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starwood Hotels & Resorts Worldwide Inc EGARCH
paramt-stat
ω0.01636.37
α0.106940.48
β0.99681540.66
γ-0.0636-11.56
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Impact of return on volatility tomorrow
Volatility Forecasts