Dillard's Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.33% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6361 | 7.45 | |
| 0.0818 | 6.01 | |
| 0.7828 | 22.45 | |
| -0.0129 | -0.33 | |
| 0.0379 | 0.57 | |
| -0.0136 | -0.23 | |
| -0.0982 | -1.94 | |
| 0.2328 | 4.96 | |
| -0.3382 | -7.46 | |
| 0.3462 | 7.24 | |
| -0.1645 | -3.18 | |
| -0.0784 | -1.56 | |
| 0.1615 | 2.49 |
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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