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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:17.57% (-0.55%)

Analysis last updated: Saturday, August 30, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0572	17.48
$β$	0.7921	101.94
$γ$	0.1067	18.50
$λ_{1}$	0.0312	3.30
$λ_{2}$	0.0468	5.26
$λ_{3}$	0.9464	91.14

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts