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

Skip to main content

V-Lab

Trip.com Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:37.99% (-0.73%)

Analysis last updated: Tuesday, November 11, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0339	13.44
$β$	0.8351	67.85
$γ$	0.0681	9.74
$λ_{1}$	0.0914	1.38
$λ_{2}$	0.0253	1.93
$λ_{3}$	0.9648	48.29

Estimation Period:
Dec 9, 2003 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts