In Matt 3:
16 After being baptized, Jesus came up immediately from the water; and behold, the heavens were opened, and he saw the Spirit of God descending as a dove and lighting on Him,
17 and behold, a voice out of the heavens said, "This is My beloved Son, in whom I am well-pleased."
In John 10:32 Jesus declares,
"I and the Father are one."
In John 15 Jesus declares:
27 "My sheep hear My voice, and I know them, and they follow Me;
28 and I give eternal life to them, and they will never perish; and no one will snatch them out of My hand.
In John 17:5 Jesus delcares,
"Now, Father, glorify Me together with Yourself, with the glory which I had with You before the world was.
This doctrine of the Trinity was fully revealed and manifested on the Day of Pentecost when Peter declared these words in Acts 2:
32 "This Jesus God raised up again, to which we are all witnesses.
33 "Therefore having been exalted to the right hand of God, and having received from the Father the promise of the Holy Spirit, He has poured forth this which you both see and hear.
36 "Therefore let all the house of Israel know for certain that God has made Him both Lord and Christ--this Jesus whom you crucified."
To those who are Jesus' children and have the gift of the Holy Spirit, no other proof is necessary.
To those who are not Jesus' children, no other proof is possible.