Chemung Financial Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.90%
decreased by 1.30%
1 Week
25.03%
decreased by 0.17%
1 Month
28.17%
increased by 2.97%
Analysis last updated: Friday, June 12, 2026 at 10:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2119 | 20.42 | |
| 0.1464 | 16.36 | |
| 0.8145 | 152.13 | |
| -0.0082 | -0.52 |
Estimation Period:
Sep 17, 1996 to Jun 12, 2026
Sep 17, 1996 to Jun 12, 2026
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