V-Lab
Hallmark Financial Services Inc 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
1,918.83%
decreased by 42.26%
1 Week
1,918.83%
decreased by 42.26%
1 Month
1,918.84%
decreased by 42.25%
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
Jun 12, 1992 to May 9, 2025Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0172 | 0.49 |
α ARCH Response to squared shocks | 0.0430 | 6.03*** |
β GARCH Volatility persistence | 0.9570 | 591.82*** |
Persistence:
1.000
Half-life:
-
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