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

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V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:21.71% (-0.06%)

Analysis last updated: Sunday, April 14, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0765	14.15
$α$	0.0396	16.13
$β$	0.9095	395.43
$γ$	0.0787	12.43

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts