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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

Date Range:

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to

6M ·

1Y ·

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10Y ·

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graph of Hallmark Financial Services Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 16, 1990 to Jun 15, 2026

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

Tap to view equation

ParameterValuet-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