V-Lab: Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:77.98% (+2.70%)

Analysis last updated: Tuesday, July 29, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9784	6.63
$α$	0.1985	4.25
$β$	0.5395	7.63
$γ_{1}$	0.1510	3.88
$γ_{2}$	-0.2314	-4.07
$γ_{3}$	0.1676	5.08
$γ_{4}$	-0.1337	-4.59
$γ_{5}$	0.0552	2.61

Estimation Period:
Aug 29, 2002 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts