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 Thursday, December 26th, 2024:66.28% (+9.20%)

Analysis last updated: Tuesday, December 24, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9558	5.64
$α$	0.1919	4.15
$β$	0.5661	8.20
$γ_{1}$	0.1672	2.53
$γ_{2}$	-0.1973	-2.01
$γ_{3}$	0.0001	0.00
$γ_{4}$	0.1422	2.45
$γ_{5}$	-0.2095	-4.30
$γ_{6}$	0.1262	3.61

Estimation Period:
Aug 29, 2002 to Dec 24, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts