Skip to main content
V-Lab

COMSYS Holdings Corp GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

21.19%

decreased by 0.30%

1 Week

22.02%

increased by 0.53%

1 Month

24.77%

increased by 3.28%

Analysis last updated: Saturday, August 8, 2026 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of COMSYS Holdings Corp GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 42 trading days, meaning a shock loses half its impact after approximately 42 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1015
18.68***
α

ARCH

Response to squared shocks

0.1019
36.16***
β

GARCH

Volatility persistence

0.8817
289.76***

Persistence:

0.984

Half-life:

42 days