Chemung Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.40% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2130 | 20.37 | |
| 0.1478 | 16.23 | |
| 0.8133 | 150.20 | |
| -0.0086 | -0.53 |
Estimation Period:
Sep 17, 1996 to Feb 13, 2026
Sep 17, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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