V-Lab
Hallmark Financial Services Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 29th, 2026
1 Day
1,194,860.72%
increased by 174,820.13%
1 Week
1,193,666.52%
increased by 173,625.93%
1 Month
1,188,909.25%
increased by 168,868.66%
Analysis last updated: Wednesday, September 2, 2026 at 03:57 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 1990 to Jul 28, 2026Boundary Parameters
Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 7.5929 | 5.32*** |
| αARCH | 0.0746 | 70.08*** |
| βGARCH | 0.9990 | 4,802.88*** |
| νDF | 2.0000 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.5929 | 5.32*** |
α ARCH Response to squared shocks | 0.0746 | 70.08*** |
β GARCH Volatility persistence | 0.9990 | 4,802.88*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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