V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:57.92% (-1.34%)

Analysis last updated: Monday, August 11, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7552	14.43
$α$	0.1065	14.58
$β$	0.8911	195.42
$γ$	-0.0605	-7.42

Estimation Period:
Aug 29, 2002 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts