Trip.com Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:34.89% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 10.37 | |
| 0.0125 | 8.19 | |
| 0.9673 | 567.68 | |
| 0.0261 | 7.37 |
Estimation Period:
Dec 9, 2003 to Nov 7, 2025
Dec 9, 2003 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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