Travelzoo Inc MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
65.57%
decreased by 0.16%
1 Week
68.65%
increased by 2.92%
1 Month
71.25%
increased by 5.52%
Analysis last updated: Wednesday, June 24, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1560 | 20.80 | |
| 0.5254 | 24.39 | |
| -0.0502 | -4.04 | |
| 0.4749 | 0.69 | |
| 0.0570 | 1.05 | |
| 0.9173 | 11.19 |
Estimation Period:
Aug 29, 2002 to Jun 18, 2026
Aug 29, 2002 to Jun 18, 2026
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