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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7794	14.64***
α ARCH Response to squared shocks	0.0971	14.66***
β GARCH Volatility persistence	0.8961	202.32***
γ leverage Additional response to negative shocks	-0.0568	-7.75***

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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