V-Lab: Travelzoo Inc Asy. MEM Volatility Analysis

V-Lab

Travelzoo Inc Asy. MEM Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:53.89% (-3.48%)

Analysis last updated: Thursday, July 3, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5382	14.60
$α$	0.2087	22.73
$β$	0.7977	118.80
$γ$	-0.0510	-4.77

Estimation Period:
Sep 3, 2002 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts