Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
108.11%
decreased by 5.38%
1 Week
106.32%
decreased by 7.17%
1 Month
100.34%
decreased by 13.15%
Analysis last updated: Saturday, May 2, 2026 at 01:53 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7597 | 14.54 | |
| 0.1057 | 14.84 | |
| 0.8925 | 199.21 | |
| -0.0629 | -7.95 |
Estimation Period:
Aug 29, 2002 to May 1, 2026
Aug 29, 2002 to May 1, 2026
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