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, December 15th, 2025:52.39% (-0.88%)

Analysis last updated: Saturday, December 13, 2025 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9459	6.71
$α$	0.1967	4.22
$β$	0.5364	7.54
$γ_{1}$	0.1436	3.88
$γ_{2}$	-0.2211	-4.08
$γ_{3}$	0.1652	5.27
$γ_{4}$	-0.1397	-5.16
$γ_{5}$	0.0641	3.18

Estimation Period:
Aug 29, 2002 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts