V-Lab: COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:18.94% (-0.72%)

Analysis last updated: Wednesday, May 8, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2530	3.97
$α$	0.1046	8.02
$β$	0.8132	35.70
$γ_{1}$	-0.0801	-1.13
$γ_{2}$	0.1184	1.23
$γ_{3}$	0.0407	0.79
$γ_{4}$	-0.2098	-4.62
$γ_{5}$	0.2286	5.52
$γ_{6}$	-0.1796	-3.90
$γ_{7}$	0.1410	2.68
$γ_{8}$	-0.0896	-1.72
$γ_{9}$	0.0427	0.82
$γ_{10}$	-0.0083	-0.19

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

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