Sierra Bancorp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.30% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 25.86 | |
| 0.2138 | 40.62 | |
| 0.9844 | 1,241.35 | |
| -0.0223 | -4.81 |
Estimation Period:
Jun 20, 1996 to Feb 6, 2026
Jun 20, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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