Travelzoo Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
70.47%
increased by 3.89%
1 Week
70.82%
increased by 4.24%
1 Month
71.93%
increased by 5.35%
Analysis last updated: Friday, May 22, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7844 | 14.71 | |
| 0.1067 | 14.87 | |
| 0.8897 | 193.70 | |
| -0.0621 | -7.74 |
Estimation Period:
Aug 29, 2002 to May 22, 2026
Aug 29, 2002 to May 22, 2026
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