V-Lab: Trip.com Group Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Trip.com Group Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:44.42% (+5.00%)

Analysis last updated: Tuesday, May 20, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.6431	3.13
$α$	0.0563	24.51
$β$	0.9877	247.60
$ν$	3.9899	8.44

Estimation Period:
Dec 9, 2003 to May 16, 2025