V-Lab: Travelzoo Inc MF2-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 14th, 2025:74.84% (-0.21%)

Analysis last updated: Thursday, March 13, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1601	19.44
$β$	0.5034	21.25
$γ$	-0.0548	-4.18
$λ_{1}$	0.6745	0.63
$λ_{2}$	0.0862	1.06
$λ_{3}$	0.8779	7.10

Estimation Period:
Aug 29, 2002 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts