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

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V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:53.87% (+1.74%)

Analysis last updated: Friday, November 14, 2025 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9532	6.72
$α$	0.1959	4.20
$β$	0.5366	7.51
$γ_{1}$	0.1454	3.89
$γ_{2}$	-0.2234	-4.09
$γ_{3}$	0.1656	5.24
$γ_{4}$	-0.1379	-5.01
$γ_{5}$	0.0616	3.02

Estimation Period:
Aug 29, 2002 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts