Chemung Financial Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.22% (-3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1197 | 25.58 | |
| 0.3027 | 40.63 | |
| 0.9335 | 303.48 | |
| -0.0015 | -0.15 |
Estimation Period:
Sep 17, 1996 to Feb 6, 2026
Sep 17, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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