S&T Bancorp Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.43% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 5.60 | |
| 0.0232 | 15.01 | |
| 0.9337 | 287.83 | |
| 0.0648 | 5.69 |
Estimation Period:
Apr 21, 1992 to Feb 6, 2026
Apr 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&T Bancorp Inc Analyses
Other GJR-GARCH Analyses on Equities