Trip.com Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:32.98% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6080 | 3.10 | |
| 0.0560 | 25.51 | |
| 0.9883 | 259.32 | |
| 3.9703 | 8.84 |
Estimation Period:
Dec 9, 2003 to Nov 7, 2025
Dec 9, 2003 to Nov 7, 2025
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