Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:51.83% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7541 | 14.25 | |
| 0.1048 | 14.53 | |
| 0.8927 | 196.42 | |
| -0.0619 | -7.76 |
Estimation Period:
Aug 29, 2002 to Dec 24, 2025
Aug 29, 2002 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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