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

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V-Lab

Trip.com Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:38.28% (-0.37%)

Analysis last updated: Tuesday, May 14, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	121
$α$	0.0258	9.20
$β$	0.8405	54.66
$γ$	0.0707	8.60
$λ_{1}$	0.2242	0.71
$λ_{2}$	0.0507	0.78
$λ_{3}$	0.9266	9.54

Estimation Period:
Dec 9, 2003 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts