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

V-Lab

H World Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:39.34% (-0.10%)

Analysis last updated: Thursday, June 19, 2025 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7678	13.91
$α$	0.0488	8.46
$β$	0.8344	93.43
$γ$	0.0614	4.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts