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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6988	4.04***
α ARCH Response to squared shocks	0.1928	9.03***
β GARCH Volatility persistence	0.7370	29.16***

γ₁	-0.1048	-1.05
γ₂	0.1596	0.98
γ₃	-0.2930	-2.30**
γ₄	0.4700	4.95***
γ₅	-0.3143	-4.15***
γ₆	0.1087	1.52
γ₇	0.0238	0.30
γ₈	0.0029	0.02
γ₉	0.0762	0.28

V-Lab

Hallmark Financial Services Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hallmark Financial Services Inc Analyses