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COMSYS Holdings Corp Asy. MEM Volatility Analysis

Volatility prediction for Friday, October 16th, 2026

1 Day

29.92%

increased by 1.42%

1 Week

30.19%

increased by 1.69%

1 Month

31.14%

increased by 2.64%

Analysis last updated: Friday, October 16, 2026 at 07:57 PM UTC

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Date Range:

from

10/15/2024

to

10/15/2026

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of COMSYS Holdings Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 30, 1990 to Oct 9, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 37% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

Leverage: Negative returns increase volatility 37% more than positive returns
ParamValuet-stat
ωconst0.0866
6.49***
αARCH0.1319
9.32***
βGARCH0.8283
68.60***
γleverage0.0490
2.05**

0.985

Persistence

45d

Half-life
μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0866
6.49***
α

ARCH

Response to squared shocks

0.1319
9.32***
β

GARCH

Volatility persistence

0.8283
68.60***
γ

leverage

Additional response to negative shocks

0.0490
2.05**

Persistence:

0.985

Half-life:

45 days