V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:59.15% (-1.84%)

Analysis last updated: Monday, August 11, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1654	20.50
$β$	0.4664	19.79
$γ$	-0.0426	-3.05
$λ_{1}$	0.7448	0.64
$λ_{2}$	0.0919	1.05
$λ_{3}$	0.8683	6.42

Estimation Period:
Aug 29, 2002 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts