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 Friday, March 14th, 2025:124.40% (+2.50%)

Analysis last updated: Thursday, March 13, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	177.0077	9.65
$α$	0.0691	87.03
$β$	0.9990	9250.00
$ν$	3	93.79

Estimation Period:
Aug 29, 2002 to Mar 7, 2025