Travelzoo Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:50.15% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0796 | 11.02 | |
| 0.1214 | 21.87 | |
| 0.9781 | 486.84 | |
| 0.0342 | 6.35 |
Estimation Period:
Aug 29, 2002 to Dec 24, 2025
Aug 29, 2002 to Dec 24, 2025
News Impact Curve
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