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	param	t-stat
$ω$	0.9420	4.05
$α$	0.1386	8.40
$β$	0.8130	41.05
$γ_{1}$	-0.1309	-1.37
$γ_{2}$	0.0670	0.49
$γ_{3}$	0.2964	2.97
$γ_{4}$	-0.4825	-4.34
$γ_{5}$	0.3632	3.28
$γ_{6}$	-0.1202	-1.41
$γ_{7}$	0.0016	0.02
$γ_{8}$	0.0606	0.83
$γ_{9}$	-0.1033	-1.73

V-Lab

Sierra Bancorp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.71% (-1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sierra Bancorp Analyses