V-Lab
Hallmark Financial Services Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
354,566.68%
decreased by 20,370.55%
1 Week
353,773.80%
decreased by 21,163.43%
1 Month
350,631.60%
decreased by 24,305.63%
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
Jan 16, 1990 to Jun 15, 2026Model 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 70.4503 | 30.78*** |
α ARCH Response to squared shocks | 0.0414 | 7.02*** |
β GARCH Volatility persistence | 0.9978 | 2,369.98*** |
ν DF Student-t tail thickness | 2.0000 | 1,966.57*** |
Persistence:
0.998
Half-life:
309 days
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