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"If we keep moving forward inch-by-inch until this is down, eventually it will be down," student Tahj Warren said.
RELATED: Protest continues at UNC Silent Sam statue; 3 arrests made
Protesters have been demonstrating outside of the statue and going to class in shifts.
Student Gabby Johnson says it's been hard to concentrate on homework, but she is trying to balance her passions.
She said, "You have to make time for what's important to you. Both my studies and school, and what this (statue) represents and getting rid of it and moving forward are both important to me."
Students lead a massive march through downtown Chapel Hill on Tuesday night. Police had to shut down westbound lanes on Franklin Street.
Three people were arrested. One person arrested off campus by Chapel Hill Police was 19-year-old Claude Wilson, who is a student at UNC.
Demonstrators are not ruling out another March for Wednesday night.
The group has cases of water to stay hydrated and friends have been bringing them by food. Under a law passed by the General Assembly and signed by then-Gov. Pat McCrory in 2015, only the N.C. Historical Commission can give approval for Confederate monuments to be moved.
UNC system leaders have expressed concern that students might attempt to pull down the Silent Sam statue in the same manner a Durham Confederate statue was destroyed last week.