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	param	t-stat
$ω$	0.0551	19.04
$α$	0.0730	20.76
$β$	0.9077	405.75
$γ$	0.0370	5.80

V-Lab

Sierra Bancorp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:33.23% (-1.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sierra Bancorp Analyses