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

V-Lab

Travelzoo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:71.24% (+1.16%)

Analysis last updated: Tuesday, July 1, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	175.0134	9.67
$α$	0.0687	87.51
$β$	0.9990	9,250.00
$ν$	3.1692	95.58

Estimation Period:
Aug 29, 2002 to Jun 27, 2025