V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:73.97% (+1.51%)

Analysis last updated: Saturday, May 31, 2025 at 03:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1630	20.24
$β$	0.4822	20.89
$γ$	-0.0448	-3.25
$λ_{1}$	0.6171	0.65
$λ_{2}$	0.0785	1.08
$λ_{3}$	0.8890	8.05

Estimation Period:
Aug 29, 2002 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts