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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8767	5.51***
α ARCH Response to squared shocks	0.1441	8.76***
β GARCH Volatility persistence	0.8184	41.36***

γ₁	-0.0139	-1.68*
γ₂	0.0238	1.98**
γ₃	-0.0148	-2.11**

V-Lab

Chemung Financial Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chemung Financial Corp Analyses