V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:67.37% (+1.25%)

Analysis last updated: Wednesday, April 23, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1579	19.35
$β$	0.5110	21.73
$γ$	-0.0545	-4.24
$λ_{1}$	0.6638	0.64
$λ_{2}$	0.0847	1.07
$λ_{3}$	0.8799	7.27

Estimation Period:
Aug 29, 2002 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts