V-Lab
V-Lab
Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:56.79% (-1.57%)
Analysis last updated: Thursday, August 28, 2025 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Travelzoo Inc GJR-GARCH
paramt-stat
ω0.752914.41
α0.106314.57
β0.8914195.82
γ-0.0607-7.46
Estimation Period:
Aug 29, 2002 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts