Dillard's Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.91% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 7.70 | |
| 0.0108 | 13.14 | |
| 0.9777 | 1,009.00 | |
| 0.0184 | 9.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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