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

V-Lab

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

Volatility Prediction for Monday, July 28th, 2025:33.88% (-0.44%)

Analysis last updated: Friday, July 25, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7216	5.51
$α$	0.0584	5.33
$β$	0.8632	27.96
$γ_{1}$	0.2440	3.74
$γ_{2}$	-0.3592	-3.46
$γ_{3}$	0.1976	2.44
$γ_{4}$	-0.2091	-2.68
$γ_{5}$	0.2918	4.10
$γ_{6}$	-0.2774	-5.52
$γ_{7}$	0.1465	4.32

Estimation Period:
Dec 9, 2003 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts