V-Lab
V-Lab

COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:21.67% (-0.68%)

Analysis last updated: Friday, March 29, 2024 at 01:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of COMSYS Holdings Corp S0GARCH
paramt-stat
ω1.35184.45
α0.10628.03
β0.810035.21
γ1-0.0637-0.96
γ20.09931.09
γ30.04350.86
γ4-0.2090-4.64
γ50.22645.45
γ6-0.1772-3.75
γ70.13882.58
γ8-0.0886-1.67
γ90.04370.84
γ10-0.0098-0.23
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts