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

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V-Lab

COMSYS Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:37.01% (-1.57%)

Analysis last updated: Sunday, May 19, 2024 at 02:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3396	4.33
$α$	0.1057	8.09
$β$	0.8141	36.56
$γ_{1}$	-0.0688	-1.02
$γ_{2}$	0.1034	1.13
$γ_{3}$	0.0499	0.97
$γ_{4}$	-0.2232	-4.90
$γ_{5}$	0.2446	5.90
$γ_{6}$	-0.1937	-4.21
$γ_{7}$	0.1492	2.85
$γ_{8}$	-0.0883	-1.69
$γ_{9}$	0.0247	0.47
$γ_{10}$	0.0596	0.71

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

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