Hallmark Financial Services Inc Asy. Power 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
3,044.56%
decreased by 94.64%
1 Week
3,044.56%
decreased by 94.64%
1 Month
3,044.56%
decreased by 94.64%
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 | |
|---|---|---|
| 0.1458 | 1.96 | |
| 0.0533 | 13.29 | |
| 0.9122 | 66.60 | |
| 0.1040 | 2.98 | |
| 3.0000 | 5.90 |
Estimation Period:
Jun 12, 1992 to May 9, 2025
Jun 12, 1992 to May 9, 2025
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