Trip.com Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.80% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1058 | 10.03 | |
| 0.0137 | 8.67 | |
| 0.9632 | 481.85 | |
| 0.0257 | 6.86 |
Estimation Period:
Dec 9, 2003 to Feb 20, 2026
Dec 9, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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