Dillard's Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.26% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6524 | 7.52 | |
| 0.0789 | 6.07 | |
| 0.7981 | 24.43 | |
| -0.0015 | -0.04 | |
| 0.0209 | 0.31 | |
| -0.0076 | -0.13 | |
| -0.0931 | -1.80 | |
| 0.2182 | 4.58 | |
| -0.3200 | -6.91 | |
| 0.3332 | 6.81 | |
| -0.1640 | -3.16 | |
| -0.0631 | -1.36 | |
| 0.1173 | 3.82 |
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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