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 Wednesday, February 5th, 2025:67.68% (+11.36%)

Analysis last updated: Tuesday, February 4, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9538	5.68
$α$	0.1907	4.15
$β$	0.5659	8.19
$γ_{1}$	0.1673	2.57
$γ_{2}$	-0.1990	-2.06
$γ_{3}$	0.0050	0.08
$γ_{4}$	0.1356	2.39
$γ_{5}$	-0.2047	-4.32
$γ_{6}$	0.1248	3.65

Estimation Period:
Aug 29, 2002 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts