Sierra Bancorp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.94% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0600 | 19.39 | |
| 0.0949 | 37.60 | |
| 0.9030 | 389.23 |
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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