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

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V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:56.84% (+5.47%)

Analysis last updated: Thursday, October 16, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9714	6.64
$α$	0.1985	4.27
$β$	0.5420	7.76
$γ_{1}$	0.1472	3.87
$γ_{2}$	-0.2265	-4.08
$γ_{3}$	0.1681	5.23
$γ_{4}$	-0.1404	-5.03
$γ_{5}$	0.0637	3.13

Estimation Period:
Aug 29, 2002 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts