V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 14th, 2025:85.11% (-1.59%)

Analysis last updated: Thursday, March 13, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7136	13.98
$α$	0.1053	14.39
$β$	0.8949	200.25
$γ$	-0.0623	-7.77

Estimation Period:
Aug 29, 2002 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts