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 Monday, April 22nd, 2024:20.11% (-0.73%)

Analysis last updated: Sunday, April 21, 2024 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3266	4.29
$α$	0.1050	8.03
$β$	0.8129	35.77
$γ_{1}$	-0.0670	-0.99
$γ_{2}$	0.1033	1.12
$γ_{3}$	0.0418	0.82
$γ_{4}$	-0.2073	-4.56
$γ_{5}$	0.2254	5.41
$γ_{6}$	-0.1763	-3.78
$γ_{7}$	0.1378	2.59
$γ_{8}$	-0.0872	-1.66
$γ_{9}$	0.0419	0.80
$γ_{10}$	-0.0084	-0.20

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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