Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:58.51% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7598 | 14.29 | |
| 0.1047 | 14.54 | |
| 0.8926 | 196.04 | |
| -0.0617 | -7.74 |
Estimation Period:
Aug 29, 2002 to Nov 21, 2025
Aug 29, 2002 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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