Starwood Hotels & Resorts Worldwide Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
21.30%
1 Week
21.77%
1 Month
23.57%
Analysis last updated: Monday, March 1, 2021 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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