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

V-Lab

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V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 14th, 2025:77.39% (+0.18%)

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
$ω$	2.9920	6.60
$α$	0.1827	4.13
$β$	0.5698	8.23
$γ_{1}$	0.1586	3.91
$γ_{2}$	-0.2420	-4.10
$γ_{3}$	0.1701	4.88
$γ_{4}$	-0.1298	-4.11
$γ_{5}$	0.0499	2.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts