V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:66.30% (+6.27%)

Analysis last updated: Tuesday, February 4, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6958	13.78
$α$	0.1039	14.38
$β$	0.8974	203.82
$γ$	-0.0643	-8.18

Estimation Period:
Aug 29, 2002 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts