V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:66.18% (-2.44%)

Analysis last updated: Tuesday, July 8, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1626	20.00
$β$	0.4753	20.19
$γ$	-0.0430	-3.10
$λ_{1}$	0.7051	0.63
$λ_{2}$	0.0880	1.06
$λ_{3}$	0.8745	6.81

Estimation Period:
Aug 29, 2002 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts