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

V-Lab

Travelzoo Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:64.05% (+7.15%)

Analysis last updated: Monday, June 30, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9857	6.64
$α$	0.1954	4.21
$β$	0.5446	7.70
$γ_{1}$	0.1528	3.89
$γ_{2}$	-0.2339	-4.09
$γ_{3}$	0.1681	5.04
$γ_{4}$	-0.1326	-4.47
$γ_{5}$	0.0536	2.50

Estimation Period:
Aug 29, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts