Trip.com Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:33.89% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 10.24 | |
| 0.0124 | 8.18 | |
| 0.9676 | 574.95 | |
| 0.0260 | 7.36 |
Estimation Period:
Dec 9, 2003 to Dec 5, 2025
Dec 9, 2003 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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