Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
131.25%
decreased by 6.42%
1 Week
128.41%
decreased by 9.26%
1 Month
118.77%
decreased by 18.90%
Analysis last updated: Friday, April 24, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7669 | 14.53 | |
| 0.1075 | 14.79 | |
| 0.8912 | 196.70 | |
| -0.0642 | -7.96 |
Estimation Period:
Aug 29, 2002 to Apr 24, 2026
Aug 29, 2002 to Apr 24, 2026
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