Chemung Financial Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
24.97%
decreased by 1.45%
1 Week
25.97%
decreased by 0.45%
1 Month
28.79%
increased by 2.37%
Analysis last updated: Friday, May 22, 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 | |
|---|---|---|
| 0.2120 | 20.39 | |
| 0.1471 | 16.32 | |
| 0.8144 | 152.06 | |
| -0.0091 | -0.58 |
Estimation Period:
Sep 17, 1996 to May 22, 2026
Sep 17, 1996 to May 22, 2026
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