V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:70.58% (+3.40%)

Analysis last updated: Monday, June 30, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1626	20.02
$β$	0.4761	20.28
$γ$	-0.0433	-3.12
$λ_{1}$	0.6927	0.64
$λ_{2}$	0.0867	1.06
$λ_{3}$	0.8765	6.96

Estimation Period:
Aug 29, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts