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 30th, 2025:84.14% (+6.95%)

Analysis last updated: Tuesday, July 29, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	175.7032	9.67
$α$	0.0687	87.57
$β$	0.9990	9,250.00
$ν$	3.1701	95.41

Estimation Period:
Aug 29, 2002 to Jul 25, 2025