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	param	t-stat
$m$	36
$α$	0.1836	26.51
$β$	0.6334	45.90
$γ$	-0.0377	-3.38
$λ_{1}$	1.4548	0.88
$λ_{2}$	0.6527	0.84
$λ_{3}$	0.0000	0.00

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Chemung Financial Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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