V-Lab: Travelzoo Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Travelzoo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, December 26th, 2024:80.33% (+6.61%)

Analysis last updated: Tuesday, December 24, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	175.0058	9.67
$α$	0.0688	86.41
$β$	0.9990	9250.00
$ν$	3	94.45

Estimation Period:
Aug 29, 2002 to Dec 24, 2024