V-Lab: TripAdvisor Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

TripAdvisor Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.26% (+3.36%)

Analysis last updated: Friday, April 26, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1845	10.42
$α$	0.1321	15.16
$β$	0.9238	122.78
$γ$	-0.0077	-0.77

Estimation Period:
Dec 7, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts