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

V-Lab

Travelzoo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:106.17% (+6.58%)

Analysis last updated: Thursday, May 8, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	176.5344	9.70
$α$	0.0686	87.37
$β$	0.9990	9,336.45
$ν$	3.1546	96.69

Estimation Period:
Aug 29, 2002 to May 2, 2025