V-Lab: Travelzoo Inc GJR-GARCH Volatility Analysis

V-Lab

Travelzoo Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:90.35% (-4.01%)

Analysis last updated: Friday, May 16, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7104	14.13
$α$	0.1022	14.47
$β$	0.8968	205.35
$γ$	-0.0593	-7.59

Estimation Period:
Aug 29, 2002 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts