V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:49.48% (-2.15%)

Analysis last updated: Friday, October 24, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1653	20.22
$β$	0.4569	18.96
$γ$	-0.0392	-2.77
$λ_{1}$	0.8702	0.62
$λ_{2}$	0.1085	1.03
$λ_{3}$	0.8442	5.14

Estimation Period:
Aug 29, 2002 to Oct 24, 2025

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