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, August 25th, 2025:39.32% (-0.32%)

Analysis last updated: Friday, August 22, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7140	5.49
$α$	0.0579	5.34
$β$	0.8648	28.37
$γ_{1}$	0.2395	3.70
$γ_{2}$	-0.3518	-3.41
$γ_{3}$	0.1914	2.36
$γ_{4}$	-0.2018	-2.56
$γ_{5}$	0.2852	3.94
$γ_{6}$	-0.2747	-5.39
$γ_{7}$	0.1469	4.42

Estimation Period:
Dec 9, 2003 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts