V-Lab: H World Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

H World Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:39.90% (-3.43%)

Analysis last updated: Friday, May 10, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3015	10.41
$α$	0.2101	39.61
$β$	0.7137	88.50
$γ$	0.0247	2.38
$δ$	1.0137	13.75

Estimation Period:
Mar 26, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts