V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:53.65% (+1.17%)

Analysis last updated: Friday, November 14, 2025 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1615	20.12
$β$	0.4751	20.16
$γ$	-0.0450	-3.35
$λ_{1}$	0.7236	0.62
$λ_{2}$	0.0871	1.01
$λ_{3}$	0.8739	6.47

Estimation Period:
Aug 29, 2002 to Nov 14, 2025

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