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

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V-Lab

H World Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:40.66% (-0.07%)

Analysis last updated: Wednesday, May 15, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0331	9.56
$β$	0.8072	37.85
$γ$	0.0694	8.79
$λ_{1}$	0.4070	0.64
$λ_{2}$	0.0350	0.61
$λ_{3}$	0.9179	7.11

Estimation Period:
Mar 26, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts