The etymology claims Halone to be based on Hindu goddess Parvati, but in my opinion she's more associated with ancient Greek goddess Athena, goddess of war and wisdom, also carried a great bronze shield, wielded a spear and her father was Odin, the god of lightning, just like Rhalgr is father of Halone and also the god of lightning. She's also patron (matron?) diety of the city of Athena, just like Halone is the patron diety of Ishgard. Also, Halone statues in Ishgard are spitting images of Athena.
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