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 Monday, December 8th, 2025:34.03% (+0.50%)

Analysis last updated: Friday, December 5, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1053	11.97
$β$	0.5093	10.25
$γ$	0.0415	3.76
$λ_{1}$	0.9125	0.32
$λ_{2}$	0.1387	0.32
$λ_{3}$	0.7519	0.96

Estimation Period:
Mar 26, 2010 to Dec 5, 2025

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Volatility Forecasts