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

V-Lab

H World Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:37.08% (-0.05%)

Analysis last updated: Thursday, June 19, 2025 at 02:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.6562	4.88
$α$	0.0651	15.75
$β$	0.9677	126.69
$ν$	4.1947	5.29

Estimation Period:
Mar 26, 2010 to Jun 18, 2025