V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:59.66% (+0.60%)

Analysis last updated: Monday, June 30, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7431	14.36
$α$	0.1050	14.51
$β$	0.8926	198.22
$γ$	-0.0597	-7.41

Estimation Period:
Aug 29, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts