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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0973	7.63***
α ARCH Response to squared shocks	0.1420	8.72***
β GARCH Volatility persistence	0.8214	42.31***

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Chemung Financial Corp Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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