Chemung Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
39.56%
increased by 1.70%
1 Week
39.65%
increased by 1.79%
1 Month
39.96%
increased by 2.10%
Analysis last updated: Friday, June 5, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7680 | 4.91 | |
| 0.1202 | 37.87 | |
| 0.9733 | 179.31 | |
| 3.1395 | 25.78 |
Estimation Period:
Sep 17, 1996 to Jun 5, 2026
Sep 17, 1996 to Jun 5, 2026
Other Chemung Financial Corp Analyses
Other GAS-GARCH Student T Analyses on Equities