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

V-Lab

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V-Lab

Travelzoo Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:96.97% (-1.64%)

Analysis last updated: Friday, July 26, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4787	6.50
$α$	0.1784	23.17
$β$	0.8045	138.72
$γ$	-0.0725	-7.46
$δ$	1.9693	14.91

Estimation Period:
Sep 3, 2002 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts