V-Lab: Travelzoo Inc AGARCH Volatility Analysis

V-Lab

Travelzoo Inc AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:56.11% (-2.89%)

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
$ω$	1.7351	27.07
$α$	0.1629	31.24
$β$	0.7706	194.55
$γ$	-0.6526	-3.82

Estimation Period:
Aug 29, 2002 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts