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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:16.86% (+0.34%)

Analysis last updated: Saturday, June 21, 2025 at 12:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0581	17.47
$β$	0.7929	96.87
$γ$	0.1057	17.87
$λ_{1}$	0.0254	3.40
$λ_{2}$	0.0370	4.98
$λ_{3}$	0.9574	112.12

Estimation Period:
Jan 3, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts