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

V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:16.95% (-0.23%)

Analysis last updated: Sunday, September 14, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0851	15.56
$α$	0.0470	18.83
$β$	0.8964	350.03
$γ$	0.0883	12.63

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts