Starwood Hotels & Resorts Worldwide Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 11.86 | |
| 0.0187 | 9.44 | |
| 0.9333 | 549.00 | |
| 0.0960 | 13.78 |
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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