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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2113	20.40***
α ARCH Response to squared shocks	0.1459	16.36***
β GARCH Volatility persistence	0.8152	152.63***
γ leverage Additional response to negative shocks	-0.0083	-0.53

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Chemung Financial Corp GJR-GARCH Volatility Analysis

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