S&T Bancorp Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.09% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6597 | 8.42 | |
| 0.0953 | 9.05 | |
| 0.8428 | 45.33 | |
| 0.1042 | 3.72 | |
| -0.1846 | -3.63 | |
| 0.1776 | 4.11 | |
| -0.1851 | -5.85 | |
| 0.1316 | 5.16 | |
| -0.0407 | -1.78 | |
| -0.0175 | -0.63 |
Estimation Period:
Apr 21, 1992 to Feb 6, 2026
Apr 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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