Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:79.34% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7737 | 14.59 | |
| 0.1074 | 14.78 | |
| 0.8897 | 192.82 | |
| -0.0620 | -7.65 |
Estimation Period:
Aug 29, 2002 to Mar 6, 2026
Aug 29, 2002 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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