V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:75.76% (+2.69%)

Analysis last updated: Tuesday, July 29, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1652	20.50
$β$	0.4694	20.14
$γ$	-0.0419	-2.99
$λ_{1}$	0.7113	0.64
$λ_{2}$	0.0882	1.07
$λ_{3}$	0.8740	6.84

Estimation Period:
Aug 29, 2002 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts