Trip Com Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.87% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7732 | 8.27 | |
| 0.0927 | 8.62 | |
| 0.8052 | 41.81 | |
| 0.0597 | 1.85 |
Estimation Period:
Apr 19, 2021 to Feb 6, 2026
Apr 19, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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