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

V-Lab

H World Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:39.16% (-1.12%)

Analysis last updated: Thursday, June 19, 2025 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1044	12.26
$β$	0.5174	10.01
$γ$	0.0399	3.63
$λ_{1}$	1.0391	0.28
$λ_{2}$	0.1294	0.28
$λ_{3}$	0.7486	0.83

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts