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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:20.03% (-1.00%)

Analysis last updated: Wednesday, July 16, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0579	17.55
$β$	0.7919	101.68
$γ$	0.1062	18.37
$λ_{1}$	0.0317	3.35
$λ_{2}$	0.0459	5.25
$λ_{3}$	0.9471	92.52

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts