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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8747	5.56***
α ARCH Response to squared shocks	0.1433	8.73***
β GARCH Volatility persistence	0.8187	41.22***

γ₁	-0.0136	-1.66*
γ₂	0.0232	1.93*
γ₃	-0.0142	-2.03**

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Chemung Financial Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chemung Financial Corp Analyses