V-Lab: Trip.com Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Trip.com Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:35.88% (-2.92%)

Analysis last updated: Friday, May 10, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0948	15.49
$α$	0.2120	61.57
$β$	0.7462	167.61
$γ$	-0.0079	-1.16
$δ$	0.5000	9.42

Estimation Period:
Dec 9, 2003 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts