V-Lab: Trip.com Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Trip.com Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:38.04% (-0.94%)

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
$ω$	1.7169	5.35
$α$	0.0642	5.36
$β$	0.8492	27.96
$γ_{1}$	0.2714	2.62
$γ_{2}$	-0.3047	-1.98
$γ_{3}$	-0.0220	-0.20
$γ_{4}$	0.1631	1.20
$γ_{5}$	-0.3389	-2.40
$γ_{6}$	0.5184	4.56
$γ_{7}$	-0.4386	-3.74
$γ_{8}$	0.1677	1.30
$γ_{9}$	-0.0060	-0.07

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

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Volatility Forecasts