V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 26th, 2024:67.62% (+8.56%)

Analysis last updated: Tuesday, December 24, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1599	18.17
$β$	0.5001	19.89
$γ$	-0.0640	-4.97
$λ_{1}$	0.7847	0.60
$λ_{2}$	0.1004	1.00
$λ_{3}$	0.8572	5.56

Estimation Period:
Aug 29, 2002 to Dec 24, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts