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

V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:38.22% (+16.37%)

Analysis last updated: Tuesday, April 8, 2025 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0884	15.45
$α$	0.0472	18.64
$β$	0.8966	344.96
$γ$	0.0860	12.29

Estimation Period:
Jan 3, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts