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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 3, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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