V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:67.17% (+12.17%)

Analysis last updated: Tuesday, April 30, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1638	18.65
$β$	0.4950	19.54
$γ$	-0.0635	-4.64
$λ_{1}$	0.7432	0.60
$λ_{2}$	0.0959	1.04
$λ_{3}$	0.8644	6.11

Estimation Period:
Aug 29, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts