Hallmark Financial Services Inc GJR-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
440.43%
decreased by 9.30%
1 Week
440.45%
decreased by 9.28%
1 Month
440.52%
decreased by 9.21%
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 | |
|---|---|---|
| 0.0303 | 6.51 | |
| 0.0307 | 11.37 | |
| 0.9591 | 523.79 | |
| 0.0206 | 3.42 |
Estimation Period:
Jan 16, 1990 to Jun 12, 2026
Jan 16, 1990 to Jun 12, 2026
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