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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1181	25.35***
α ARCH Response to squared shocks	0.2992	40.44***
β GARCH Volatility persistence	0.9343	306.21***
γ leverage Additional response to negative shocks	-0.0009	-0.09

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Chemung Financial Corp EGARCH Volatility Analysis

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