V-Lab: H World Group Ltd MF2-GARCH Volatility Analysis

V-Lab

H World Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:36.73% (-3.00%)

Analysis last updated: Friday, August 22, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1063	12.06
$β$	0.5044	9.35
$γ$	0.0385	3.48
$λ_{1}$	1.0798	0.27
$λ_{2}$	0.1485	0.27
$λ_{3}$	0.7236	0.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts