V-Lab: Travelzoo Inc Spline-GARCH Volatility Analysis

V-Lab

Travelzoo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:52.43% (-2.54%)

Analysis last updated: Friday, September 12, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9813	6.64
$α$	0.2003	4.23
$β$	0.5350	7.53
$γ_{1}$	0.1490	3.88
$γ_{2}$	-0.2285	-4.07
$γ_{3}$	0.1666	4.96
$γ_{4}$	-0.1339	-3.98
$γ_{5}$	0.0492	1.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts