Sierra Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.71% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8894 | 4.74 | |
| 0.1426 | 7.87 | |
| 0.8138 | 41.30 | |
| -0.1478 | -3.90 | |
| 0.2598 | 4.77 | |
| -0.2016 | -5.36 | |
| 0.1397 | 3.76 | |
| -0.0525 | -1.60 | |
| 0.0266 | 0.69 |
Estimation Period:
Jun 20, 1996 to Feb 6, 2026
Jun 20, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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