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	param	t-stat
$ω$	0.8751	5.52
$α$	0.1439	8.74
$β$	0.8183	41.19
$γ_{1}$	-0.0139	-1.67
$γ_{2}$	0.0237	1.94
$γ_{3}$	-0.0145	-2.03

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Chemung Financial Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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