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

V-Lab

Trip.com Group Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:51.14% (+8.77%)

Analysis last updated: Tuesday, May 20, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0376	13.87
$β$	0.8230	62.48
$γ$	0.0694	9.26
$λ_{1}$	0.1000	1.35
$λ_{2}$	0.0279	1.95
$λ_{3}$	0.9616	44.13

Estimation Period:
Dec 9, 2003 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts