V-Lab: COMSYS Holdings Corp APARCH Volatility Analysis

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V-Lab

COMSYS Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:27.06% (+3.13%)

Analysis last updated: Tuesday, November 12, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0611	13.72
$α$	0.0970	35.47
$β$	0.9016	303.16
$γ$	0.3299	18.53
$δ$	1.2862	28.40

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts