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

V-Lab

Travelzoo Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:68.15% (+2.15%)

Analysis last updated: Saturday, May 31, 2025 at 03:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	177.0066	9.66
$α$	0.0691	87.66
$β$	0.9990	9,250.00
$ν$	3.1636	96.00

Estimation Period:
Aug 29, 2002 to May 30, 2025