V-Lab: Travelzoo Inc Spline-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:53.43% (+6.05%)

Analysis last updated: Thursday, October 16, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9829	6.61
$α$	0.2040	4.25
$β$	0.5329	7.55
$γ_{1}$	0.1469	3.85
$γ_{2}$	-0.2253	-4.03
$γ_{3}$	0.1647	4.94
$γ_{4}$	-0.1317	-3.97
$γ_{5}$	0.0386	0.91

Estimation Period:
Aug 29, 2002 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts