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

V-Lab

Travelzoo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:72.90% (-3.14%)

Analysis last updated: Thursday, April 17, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	176.6311	9.64
$α$	0.0692	87.20
$β$	0.9990	9,250.00
$ν$	3.1742	94.36

Estimation Period:
Aug 29, 2002 to Apr 17, 2025