V-Lab: Travelzoo Inc APARCH Volatility Analysis

V-Lab

Travelzoo Inc APARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:55.21% (-1.06%)

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
$ω$	0.2058	8.52
$α$	0.0860	18.27
$β$	0.9087	198.79
$γ$	-0.2060	-6.72
$δ$	1.2701	17.62

Estimation Period:
Aug 29, 2002 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts