Dick's Sporting Goods Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.32% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3511 | 5.16 | |
| 0.1199 | 3.73 | |
| 0.6930 | 10.86 | |
| -0.1246 | -0.76 | |
| 0.4741 | 1.89 | |
| -0.7074 | -3.83 | |
| 0.5101 | 3.40 | |
| -0.1595 | -1.17 | |
| 0.1017 | 0.66 | |
| -0.2192 | -1.17 | |
| 0.2093 | 1.12 | |
| -0.1743 | -1.08 | |
| 0.1266 | 0.63 |
Estimation Period:
Oct 16, 2002 to Feb 6, 2026
Oct 16, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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