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 Friday, June 20th, 2025:45.01% (+9.03%)

Analysis last updated: Wednesday, June 18, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7300	5.55
$α$	0.0590	5.31
$β$	0.8608	27.31
$γ_{1}$	0.2501	3.81
$γ_{2}$	-0.3689	-3.53
$γ_{3}$	0.2053	2.54
$γ_{4}$	-0.2173	-2.81
$γ_{5}$	0.2972	4.28
$γ_{6}$	-0.2739	-5.53
$γ_{7}$	0.1379	4.00

Estimation Period:
Dec 9, 2003 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts