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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2233	19.81***
α ARCH Response to squared shocks	0.1466	33.75***
β GARCH Volatility persistence	0.8074	150.14***
γ leverage Additional response to negative shocks	-0.0831	-1.37

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Chemung Financial Corp AGARCH Volatility Analysis

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