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

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V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:27.83% (+2.36%)

Analysis last updated: Tuesday, November 12, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0939	15.83
$α$	0.0474	18.39
$β$	0.8951	338.91
$γ$	0.0869	12.34

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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Volatility Forecasts