V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:68.18% (-0.29%)

Analysis last updated: Saturday, May 31, 2025 at 03:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7396	14.33
$α$	0.1047	14.51
$β$	0.8931	198.74
$γ$	-0.0596	-7.42

Estimation Period:
Aug 29, 2002 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts