V-Lab: COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:21.21% (-1.22%)

Analysis last updated: Friday, November 7, 2025 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0567	17.48
$β$	0.7933	103.04
$γ$	0.1066	18.58
$λ_{1}$	0.0310	3.35
$λ_{2}$	0.0469	5.28
$λ_{3}$	0.9463	91.45

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts