V-Lab: Travelzoo Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Travelzoo Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:72.08% (-2.94%)

Analysis last updated: Tuesday, March 18, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4766	6.64
$α$	0.1762	23.38
$β$	0.8058	139.40
$γ$	-0.0768	-7.80
$δ$	1.9453	14.92

Estimation Period:
Sep 3, 2002 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts