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

V-Lab

Trip.com Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:54.57% (+13.95%)

Analysis last updated: Wednesday, June 18, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0376	13.83
$β$	0.8237	62.35
$γ$	0.0682	9.18
$λ_{1}$	0.0996	1.35
$λ_{2}$	0.0279	1.94
$λ_{3}$	0.9616	43.99

Estimation Period:
Dec 9, 2003 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts