Sierra Bancorp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.63% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.6182 | 4.14 | |
| 0.0986 | 41.89 | |
| 0.9893 | 403.31 | |
| 4.2788 | 16.86 |
Estimation Period:
Jun 20, 1996 to Feb 13, 2026
Jun 20, 1996 to Feb 13, 2026
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