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

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V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:23.89% (-0.98%)

Analysis last updated: Thursday, November 21, 2024 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0592	17.58
$β$	0.7932	94.50
$γ$	0.1021	17.19
$λ_{1}$	0.0291	3.49
$λ_{2}$	0.0370	4.73
$λ_{3}$	0.9567	105.34

Estimation Period:
Jan 3, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts