V-Lab: Travelzoo Inc Spline-GARCH Volatility Analysis

V-Lab

Travelzoo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:58.57% (+2.90%)

Analysis last updated: Thursday, July 10, 2025 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9888	6.63
$α$	0.1955	4.18
$β$	0.5438	7.67
$γ_{1}$	0.1531	3.90
$γ_{2}$	-0.2343	-4.08
$γ_{3}$	0.1685	4.88
$γ_{4}$	-0.1326	-3.80
$γ_{5}$	0.0519	1.14

Estimation Period:
Aug 29, 2002 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts