V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:63.56% (+9.96%)

Analysis last updated: Monday, December 15, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1605	20.11
$β$	0.4788	20.50
$γ$	-0.0438	-3.27
$λ_{1}$	0.6877	0.63
$λ_{2}$	0.0833	1.02
$λ_{3}$	0.8794	6.90

Estimation Period:
Aug 29, 2002 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts