The easiest solution is to use iTunes to manually restore an IPSW file. This will erase any data on the iPhone, proceed only if you're cool with that.
First, obtain the IPSW file required for your phone:
Scroll down to 9.2.1 (4S): iPhone4,1_9.2.1_13D15_Restore.ipsw, and click it.
It's a big file, give it some time.
Second, Open iTunes on your Computer, oh and do update using Apple Software Update while you wait for your big IPSW file if you aren't running the latest itunes.
Third, Activate DFU Mode as follows:
Press and hold down the On/Off button on the right side (iPhone 6 or later) or top (all other iPhones, iPods, and iPads) of your device for 3 seconds.
Press and hold down the Home button on the front of your device while still holding down the On/Off button.
Keep holding both buttons down for 10 seconds. (If you see the Apple logo, you've held them too long and will need to start again.)
Let go of the On/Off Button but keep holding the Home button for about 5 seconds. (If you see the "Plug into iTunes" screen, then you've held it too long and will need to start again.)
If the screen stays black, that's it! Your iPhone, iPod touch, or iPad should now be in DFU mode.
Now you must choose to use an IPSW file by entering an alternate update method:
For Mac: OPTION + Click on the “Update” button
For Windows: SHIFT + Click on the ‘Update’ button
Navigate in the file system to the IPSW file you downloaded and select it.
Click a couple of OK buttons, give it 10 minutes, and you're good.