Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
59.10%
decreased by 0.68%
1 Week
60.36%
increased by 0.58%
1 Month
64.20%
increased by 4.42%
Analysis last updated: Wednesday, June 24, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7984 | 14.81 | |
| 0.1078 | 14.92 | |
| 0.8878 | 190.35 | |
| -0.0618 | -7.62 |
Estimation Period:
Aug 29, 2002 to Jun 18, 2026
Aug 29, 2002 to Jun 18, 2026
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