V-Lab: Travelzoo Inc EGARCH Volatility Analysis

V-Lab

Travelzoo Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:52.88% (-1.62%)

Analysis last updated: Wednesday, September 17, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0821	11.11
$α$	0.1272	22.36
$β$	0.9775	473.81
$γ$	0.0337	6.08

Estimation Period:
Aug 29, 2002 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts