Hallmark Financial Services Inc GARCH 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
430.53%
decreased by 9.79%
1 Week
430.55%
decreased by 9.77%
1 Month
430.63%
decreased by 9.69%
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 | |
|---|---|---|
| 0.0336 | 8.68 | |
| 0.0440 | 22.21 | |
| 0.9560 | 461.61 |
Estimation Period:
Jan 16, 1990 to Jun 12, 2026
Jan 16, 1990 to Jun 12, 2026
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