Wayfair Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:75.70% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8920 | 6.01 | |
| 0.0883 | 4.08 | |
| 0.8428 | 25.22 | |
| 0.0017 | 0.19 |
Estimation Period:
Oct 2, 2014 to Feb 6, 2026
Oct 2, 2014 to Feb 6, 2026
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