V-Lab: COMSYS Holdings Corp MF2-GARCH Volatility Analysis

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V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:43.03% (-0.56%)

Analysis last updated: Sunday, May 19, 2024 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0391	20.32
$β$	0.9135	296.10
$γ$	0.0714	16.39
$λ_{1}$	2.4510	0.49
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.6051	0.71

Estimation Period:
Jan 3, 1990 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts