V-Lab: H World Group Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

H World Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:51.67% (+5.75%)

Analysis last updated: Thursday, May 2, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.9792	4.26
$α$	0.0642	15.88
$β$	0.9732	137.02
$ν$	4	5.39

Estimation Period:
Mar 26, 2010 to Apr 26, 2024