V-Lab
V-Lab
Starwood Hotels & Resorts Worldwide Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, September 23rd, 2016:18.27% (-0.67%)

Analysis last updated: Monday, March 1, 2021 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Starwood Hotels & Resorts Worldwide Inc GAS-GARCH-T
paramt-stat
ω15.00106.97
α0.058477.49
β0.99834966.70
ν529.07
Estimation Period:
Jan 2, 1990 to Sep 16, 2016