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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0922	13.47***
α ARCH Response to squared shocks	0.1158	30.03***
β GARCH Volatility persistence	0.8696	254.19***

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Chemung Financial Corp MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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