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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0870	4.19***
αARCH	0.0488	4.90***
βGARCH	0.8954	88.81***
γleverage	0.0853	3.13***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0870	4.19***
α ARCH Response to squared shocks	0.0488	4.90***
β GARCH Volatility persistence	0.8954	88.81***
γ leverage Additional response to negative shocks	0.0853	3.13***

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COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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