V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:56.90% (-4.66%)

Analysis last updated: Monday, November 24, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1615	20.17
$β$	0.4761	20.25
$γ$	-0.0453	-3.38
$λ_{1}$	0.7158	0.62
$λ_{2}$	0.0862	1.01
$λ_{3}$	0.8752	6.56

Estimation Period:
Aug 29, 2002 to Nov 21, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts