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	param	t-stat
$m$	41
$α$	0.1303	22.37
$β$	0.7088	62.51
$γ$	0.0452	5.31
$λ_{1}$	0.0743	4.51
$λ_{2}$	0.1014	5.43
$λ_{3}$	0.8894	41.63

V-Lab

Sierra Bancorp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:28.30% (-1.73%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sierra Bancorp Analyses