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

V-Lab

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V-Lab

COMSYS Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.82% (-0.71%)

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
$ω$	1.3389	4.36
$α$	0.1051	8.02
$β$	0.8137	36.21
$γ_{1}$	-0.0682	-1.02
$γ_{2}$	0.1016	1.11
$γ_{3}$	0.0531	1.04
$γ_{4}$	-0.2267	-5.00
$γ_{5}$	0.2473	5.97
$γ_{6}$	-0.1965	-4.23
$γ_{7}$	0.1532	2.89
$γ_{8}$	-0.0952	-1.81
$γ_{9}$	0.0391	0.75
$γ_{10}$	0.0151	0.18

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

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