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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7364	3.70***
α ARCH Response to squared shocks	0.1603	5.86***
β GARCH Volatility persistence	0.7906	19.86***

γ₁	-0.0876	-0.80
γ₂	0.1237	0.68
γ₃	-0.2593	-1.79*
γ₄	0.4531	4.13***
γ₅	-0.3193	-3.72***
γ₆	0.1356	1.67*
γ₇	-0.0529	-0.56
γ₈	0.1812	1.33
γ₉	-0.3448	-2.79***

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