Starwood Hotels & Resorts Worldwide Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 6.37 | |
| 0.1069 | 40.48 | |
| 0.9968 | 1,540.66 | |
| -0.0636 | -11.56 |
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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