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

V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:18.86% (-0.36%)

Analysis last updated: Friday, May 30, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0905	15.72
$α$	0.0475	18.70
$β$	0.8951	342.80
$γ$	0.0877	12.44

Estimation Period:
Jan 3, 1990 to May 23, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts