Starwood Hotels & Resorts Worldwide Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, September 23rd, 2016):
1 Day
21.81%
1 Week
22.42%
1 Month
24.63%
Analysis last updated: Thursday, September 22, 2016 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0216 | -2.83 | |
| 0.0699 | 36.65 | |
| 0.9256 | 537.80 | |
| 1.0932 | 18.31 |
Estimation Period:
Jan 2, 1990 to Sep 16, 2016
Jan 2, 1990 to Sep 16, 2016
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