Chemung Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
31.15%
decreased by 4.11%
1 Week
31.75%
decreased by 3.51%
1 Month
33.71%
decreased by 1.55%
Analysis last updated: Friday, May 22, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7646 | 4.89 | |
| 0.1200 | 37.79 | |
| 0.9733 | 178.86 | |
| 3.1338 | 25.81 |
Estimation Period:
Sep 17, 1996 to May 22, 2026
Sep 17, 1996 to May 22, 2026
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