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

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H World Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:45.67% (-8.87%)

Analysis last updated: Tuesday, November 11, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1072	12.26
$β$	0.5070	10.12
$γ$	0.0398	3.58
$λ_{1}$	0.9239	0.31
$λ_{2}$	0.1485	0.32
$λ_{3}$	0.7407	0.90

Estimation Period:
Mar 26, 2010 to Nov 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts