Wayfair Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:74.08% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1609 | 10.65 | |
| 0.0728 | 12.25 | |
| 0.8641 | 118.61 | |
| 0.0137 | 1.33 |
Estimation Period:
Oct 2, 2014 to Feb 6, 2026
Oct 2, 2014 to Feb 6, 2026
News Impact Curve
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