V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

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Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:48.17% (+2.49%)

Analysis last updated: Monday, October 13, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7423	14.36
$α$	0.1071	14.57
$β$	0.8911	196.11
$γ$	-0.0609	-7.43

Estimation Period:
Aug 29, 2002 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts