Trip COM Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.07% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1725 | 12.34 | |
| 0.0991 | 5.26 | |
| 0.7257 | 38.52 | |
| 0.0385 | 0.81 |
Estimation Period:
Apr 21, 2021 to Feb 13, 2026
Apr 21, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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