Trip.com Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:28.08% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7236 | 3.08 | |
| 0.0556 | 26.65 | |
| 0.9889 | 271.74 | |
| 3.9543 | 9.25 |
Estimation Period:
Dec 9, 2003 to Dec 5, 2025
Dec 9, 2003 to Dec 5, 2025
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