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

V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:81.45% (+3.63%)

Analysis last updated: Thursday, May 8, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9841	6.58
$α$	0.1940	4.18
$β$	0.5502	7.75
$γ_{1}$	0.1548	3.87
$γ_{2}$	-0.2364	-4.06
$γ_{3}$	0.1678	4.93
$γ_{4}$	-0.1288	-4.21
$γ_{5}$	0.0490	2.22

Estimation Period:
Aug 29, 2002 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts