V-Lab: Trip.com Group Ltd MF2-GARCH Volatility Analysis

V-Lab

Trip.com Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:36.78% (-0.42%)

Analysis last updated: Friday, July 25, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0378	13.92
$β$	0.8242	62.97
$γ$	0.0679	9.20
$λ_{1}$	0.1021	1.36
$λ_{2}$	0.0284	1.94
$λ_{3}$	0.9607	43.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts