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

V-Lab

COMSYS Holdings Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:17.56% (+0.61%)

Analysis last updated: Wednesday, September 17, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0851	15.56
$α$	0.0470	18.83
$β$	0.8964	350.03
$γ$	0.0883	12.63

Estimation Period:
Jan 3, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts