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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8303	6.80***
α ARCH Response to squared shocks	0.1886	4.07***
β GARCH Volatility persistence	0.5385	7.50***

γ₁	0.1280	3.78***
γ₂	-0.1961	-3.94***
γ₃	0.1493	5.14***
γ₄	-0.1299	-5.15***
γ₅	0.0594	2.91***

V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Travelzoo Inc Analyses