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

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Trip.com Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:35.50% (-0.29%)

Analysis last updated: Saturday, December 6, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0340	13.46
$β$	0.8359	68.27
$γ$	0.0674	9.69
$λ_{1}$	0.0906	1.38
$λ_{2}$	0.0254	1.94
$λ_{3}$	0.9648	48.51

Estimation Period:
Dec 9, 2003 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts