Travel + Leisure Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.32% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 5.10 | |
| 0.1321 | 20.85 | |
| 0.9855 | 508.53 | |
| -0.0604 | -14.64 |
Estimation Period:
Jul 19, 2006 to Feb 6, 2026
Jul 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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