V-Lab: Travelzoo Inc Asy. MEM Volatility Analysis

V-Lab

Travelzoo Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:43.81% (-0.06%)

Analysis last updated: Thursday, July 17, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5379	14.59
$α$	0.2087	22.73
$β$	0.7976	118.69
$γ$	-0.0508	-4.75

Estimation Period:
Sep 3, 2002 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts