Chemung Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.84%
decreased by 2.89%
1 Week
25.95%
decreased by 1.78%
1 Month
29.37%
increased by 1.64%
Analysis last updated: Friday, June 12, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7190 | 4.93 | |
| 0.1200 | 37.74 | |
| 0.9731 | 178.32 | |
| 3.1361 | 25.73 |
Estimation Period:
Sep 17, 1996 to Jun 12, 2026
Sep 17, 1996 to Jun 12, 2026
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