V-Lab: TripAdvisor Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

TripAdvisor Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:42.24% (-0.62%)

Analysis last updated: Thursday, April 25, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6658	11.97
$α$	0.0888	7.50
$β$	0.6042	25.42
$γ$	0.0692	2.49

Estimation Period:
Dec 7, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts