V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:56.79% (+0.78%)

Analysis last updated: Friday, July 11, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7447	14.36
$α$	0.1052	14.53
$β$	0.8923	197.59
$γ$	-0.0597	-7.40

Estimation Period:
Aug 29, 2002 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts