V-Lab: H World Group Ltd GJR-GARCH Volatility Analysis

V-Lab

H World Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:39.26% (-0.83%)

Analysis last updated: Friday, August 22, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7133	14.03
$α$	0.0477	8.53
$β$	0.8415	100.29
$γ$	0.0605	4.88

Estimation Period:
Mar 26, 2010 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts