Trip.com Group Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.53% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0481 | 15.04 | |
| 0.7962 | 55.63 | |
| 0.0741 | 8.94 | |
| 0.0888 | 1.36 | |
| 0.0226 | 1.94 | |
| 0.9680 | 53.16 |
Estimation Period:
Dec 9, 2003 to Feb 6, 2026
Dec 9, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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