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 Monday, July 29th, 2024:80.75% (+9.12%)

Analysis last updated: Friday, July 26, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9350	5.37
$α$	0.1984	4.15
$β$	0.5745	8.56
$γ_{1}$	0.1616	2.27
$γ_{2}$	-0.1804	-1.70
$γ_{3}$	-0.0280	-0.39
$γ_{4}$	0.1740	2.72
$γ_{5}$	-0.2282	-4.19
$γ_{6}$	0.1288	3.32

Estimation Period:
Aug 29, 2002 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts