V-Lab: TripAdvisor Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

TripAdvisor Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:153.54% (-27.36%)

Analysis last updated: Thursday, May 9, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0781	10.90
$β$	0.7053	32.67
$γ$	0.0297	2.82
$λ_{1}$	8.5325	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0980	0.00

Estimation Period:
Dec 7, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts