Sierra Bancorp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.19% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 14.60 | |
| 0.0943 | 39.90 | |
| 0.9029 | 424.29 | |
| 0.2860 | 5.72 |
Estimation Period:
Jun 20, 1996 to Feb 13, 2026
Jun 20, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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