V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:52.78% (+3.87%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1654	20.22
$β$	0.4566	18.94
$γ$	-0.0396	-2.80
$λ_{1}$	0.8677	0.62
$λ_{2}$	0.1076	1.03
$λ_{3}$	0.8453	5.18

Estimation Period:
Aug 29, 2002 to Oct 10, 2025

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Impact of return on volatility tomorrow

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Volatility Forecasts