V-Lab
V-Lab
Starwood Hotels & Resorts Worldwide Inc GARCH Volatility Analysis
Volatility Prediction for Friday, September 23rd, 2016:20.57% (-0.50%)

Analysis last updated: Monday, March 1, 2021 at 05:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starwood Hotels & Resorts Worldwide Inc GARCH
paramt-stat
ω0.03268.92
α0.067926.22
β0.9321431.51
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Impact of return on volatility tomorrow
Volatility Forecasts