V-Lab: Trip.com Group Ltd GJR-GARCH Volatility Analysis

V-Lab

Trip.com Group Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:37.91% (-0.38%)

Analysis last updated: Friday, July 25, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0790	10.89
$α$	0.0139	8.56
$β$	0.9667	555.89
$γ$	0.0241	6.58

Estimation Period:
Dec 9, 2003 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts