V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:115.98% (-0.59%)

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
$ω$	0.7118	14.11
$α$	0.1039	14.43
$β$	0.8961	204.53
$γ$	-0.0606	-7.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts