V-Lab: Travelzoo Inc APARCH Volatility Analysis

V-Lab

Travelzoo Inc APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:59.25% (-2.05%)

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
$ω$	0.2053	8.52
$α$	0.0859	18.28
$β$	0.9088	199.17
$γ$	-0.2066	-6.73
$δ$	1.2695	17.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts