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

Skip to main content

V-Lab

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

Volatility Prediction for Monday, December 8th, 2025:33.73% (-0.14%)

Analysis last updated: Saturday, December 6, 2025 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7194	5.34
$α$	0.0637	5.37
$β$	0.8506	28.24
$γ_{1}$	0.2732	2.64
$γ_{2}$	-0.3108	-2.02
$γ_{3}$	-0.0118	-0.11
$γ_{4}$	0.1503	1.10
$γ_{5}$	-0.3261	-2.28
$γ_{6}$	0.5108	4.46
$γ_{7}$	-0.4386	-3.85
$γ_{8}$	0.1682	1.33
$γ_{9}$	-0.0028	-0.03

Estimation Period:
Dec 9, 2003 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts