Skip to main content
V-Lab

Chemung Financial Corp GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

30.65%

increased by 2.66%

1 Week

31.04%

increased by 3.05%

1 Month

32.22%

increased by 4.23%

Analysis last updated: Friday, July 17, 2026 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chemung Financial Corp GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 17, 1996 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2074
20.50***
α

ARCH

Response to squared shocks

0.1405
32.72***
β

GARCH

Volatility persistence

0.8174
154.09***

Persistence:

0.958

Half-life:

16 days