V-Lab: H World Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

H World Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:39.73% (+0.38%)

Analysis last updated: Tuesday, May 20, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9208	13.41
$α$	0.0975	4.84
$β$	0.7801	16.78
$γ_{1}$	-0.0008	-1.15

Estimation Period:
Mar 26, 2010 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts