V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:86.59% (+5.82%)

Analysis last updated: Thursday, May 8, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1608	19.16
$β$	0.4779	19.91
$γ$	-0.0471	-3.46
$λ_{1}$	0.7386	0.61
$λ_{2}$	0.0958	1.03
$λ_{3}$	0.8658	6.13

Estimation Period:
Aug 29, 2002 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts