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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7694	14.57***
α ARCH Response to squared shocks	0.0968	14.68***
β GARCH Volatility persistence	0.8975	204.86***
γ leverage Additional response to negative shocks	-0.0588	-8.14***

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Travelzoo Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Travelzoo Inc Analyses