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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0178	2.29**
αARCH	0.0921	8.01***
βGARCH	0.9030	84.90***

γ₁	-0.0462	-0.26
γ₂	0.0011	0.00
γ₃	-0.0932	-0.34
γ₄	0.3610	1.58
γ₅	-0.3507	-2.09**
γ₆	0.2406	1.36
γ₇	-0.7675	-1.03
γ₈	2.1392	1.11
γ₉	-2.3590	-1.25

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0178	2.29**
α ARCH Response to squared shocks	0.0921	8.01***
β GARCH Volatility persistence	0.9030	84.90***

γ₁	-0.0462	-0.26
γ₂	0.0011	0.00
γ₃	-0.0932	-0.34
γ₄	0.3610	1.58
γ₅	-0.3507	-2.09**
γ₆	0.2406	1.36
γ₇	-0.7675	-1.03
γ₈	2.1392	1.11
γ₉	-2.3590	-1.25

V-Lab

Hallmark Financial Services Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hallmark Financial Services Inc Analyses