Travelzoo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
73.73%
increased by 7.96%
1 Week
74.62%
increased by 8.85%
1 Month
74.78%
increased by 9.01%
Analysis last updated: Friday, May 22, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1565 | 20.60 | |
| 0.5180 | 23.56 | |
| -0.0504 | -4.04 | |
| 0.5252 | 0.67 | |
| 0.0631 | 1.05 | |
| 0.9087 | 9.88 |
Estimation Period:
Aug 29, 2002 to May 22, 2026
Aug 29, 2002 to May 22, 2026
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