Sierra Bancorp MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:37.40% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 4.31 | |
| 0.0883 | 30.50 | |
| 0.9117 | 381.48 |
Estimation Period:
Jul 19, 1996 to Feb 13, 2026
Jul 19, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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