Chemung Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.10% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8784 | 5.49 | |
| 0.1447 | 8.72 | |
| 0.8179 | 40.97 | |
| -0.0142 | -1.67 | |
| 0.0242 | 1.93 | |
| -0.0147 | -1.99 |
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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