Hallmark Financial Services Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 16th, 2026
1 Day
417.25%
decreased by 11.24%
1 Week
420.39%
decreased by 8.10%
1 Month
433.36%
increased by 4.87%
Analysis last updated: Tuesday, June 16, 2026 at 11:59 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 1.42 | |
| 0.0593 | 34.70 | |
| 0.9482 | 581.00 | |
| 0.5409 | 5.99 |
Estimation Period:
Jan 16, 1990 to Jun 12, 2026
Jan 16, 1990 to Jun 12, 2026
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