V-Lab: Trip.com Group Ltd APARCH Volatility Analysis

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V-Lab

Trip.com Group Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:44.21% (+2.57%)

Analysis last updated: Friday, May 3, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0627	8.76
$α$	0.0583	19.21
$β$	0.9345	261.98
$γ$	0.0405	0.67
$δ$	0.8386	8.16

Estimation Period:
Dec 9, 2003 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts