Starwood Hotels & Resorts Worldwide Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 8.92 | |
| 0.0679 | 26.22 | |
| 0.9321 | 431.51 |
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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