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

V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 30th, 2025:25.87% (-0.74%)

Analysis last updated: Tuesday, April 29, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0905	15.72
$α$	0.0469	18.49
$β$	0.8958	344.02
$γ$	0.0872	12.42

Estimation Period:
Jan 3, 1990 to Apr 28, 2025

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Volatility Forecasts