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Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:74.30% (+0.99%)
Analysis last updated: Friday, October 31, 2025 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Travelzoo Inc GJR-GARCH
paramt-stat
ω0.766814.35
α0.105014.54
β0.8917194.39
γ-0.0607-7.56
Estimation Period:
Aug 29, 2002 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts