S&T Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.41% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6228 | 8.21 | |
| 0.0954 | 9.06 | |
| 0.8429 | 45.20 | |
| 0.0988 | 3.46 | |
| -0.1763 | -3.39 | |
| 0.1725 | 3.91 | |
| -0.1812 | -5.67 | |
| 0.1295 | 5.10 | |
| -0.0417 | -1.92 | |
| -0.0101 | -0.63 |
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 Zero Slope Spline-GARCH Analyses on Equities