V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 29th, 2025:54.21% (-1.65%)

Analysis last updated: Thursday, August 28, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1650	20.30
$β$	0.4626	19.39
$γ$	-0.0419	-2.99
$λ_{1}$	0.8004	0.63
$λ_{2}$	0.0985	1.04
$λ_{3}$	0.8587	5.81

Estimation Period:
Aug 29, 2002 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts