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

V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:19.98% (-0.46%)

Analysis last updated: Thursday, May 22, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0907	15.74
$α$	0.0474	18.64
$β$	0.8952	342.98
$γ$	0.0876	12.44

Estimation Period:
Jan 3, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts