Hallmark Financial Services Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, June 12th, 2026
1 Day
1,888.53%
decreased by 68.63%
1 Week
1,888.53%
decreased by 68.63%
1 Month
1,888.56%
decreased by 68.60%
Analysis last updated: Friday, June 12, 2026 at 11:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 3.46 | |
| 0.0443 | 4.04 | |
| 0.9307 | 149.56 | |
| 0.0500 | 0.85 |
Estimation Period:
Jun 12, 1992 to May 9, 2025
Jun 12, 1992 to May 9, 2025
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