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

V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:55.97% (-2.78%)

Analysis last updated: Wednesday, April 16, 2025 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9786	6.62
$α$	0.1792	4.10
$β$	0.5776	8.39
$γ_{1}$	0.1569	3.91
$γ_{2}$	-0.2398	-4.10
$γ_{3}$	0.1701	4.94
$γ_{4}$	-0.1314	-4.22
$γ_{5}$	0.0516	2.31

Estimation Period:
Aug 29, 2002 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts