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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.7781	4.87***
α ARCH Response to squared shocks	0.1188	37.98***
β GARCH Volatility persistence	0.9738	181.79***
ν DF Student-t tail thickness	3.1403	25.77***

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Chemung Financial Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chemung Financial Corp Analyses