Hallmark Financial Services Inc APARCH 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
470.77%
decreased by 9.25%
1 Week
470.78%
decreased by 9.24%
1 Month
470.80%
decreased by 9.22%
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 | |
|---|---|---|
| 0.0333 | 4.98 | |
| 0.0384 | 15.46 | |
| 0.9567 | 453.65 | |
| 0.0915 | 3.34 | |
| 2.2711 | 19.17 |
Estimation Period:
Jan 16, 1990 to Jun 12, 2026
Jan 16, 1990 to Jun 12, 2026
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