V-Lab: Travelzoo Inc Spline-GARCH Volatility Analysis

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V-Lab

Travelzoo Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:64.11% (+12.16%)

Analysis last updated: Monday, December 15, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9524	6.71
$α$	0.1965	4.19
$β$	0.5363	7.52
$γ_{1}$	0.1443	3.89
$γ_{2}$	-0.2221	-4.08
$γ_{3}$	0.1656	5.09
$γ_{4}$	-0.1394	-4.27
$γ_{5}$	0.0620	1.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts