Starwood Hotels & Resorts Worldwide Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
18.27%
1 Week
18.59%
1 Month
19.79%
Analysis last updated: Thursday, March 26, 2026 at 02:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0010 | 6.97 | |
| 0.0584 | 77.49 | |
| 0.9983 | 4,966.70 | |
| 4.9179 | 29.07 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
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