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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:18.89% (+1.12%)

Analysis last updated: Sunday, May 11, 2025 at 05:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0583	17.39
$β$	0.7910	94.44
$γ$	0.1053	17.69
$λ_{1}$	0.0279	3.39
$λ_{2}$	0.0380	4.76
$λ_{3}$	0.9559	103.44

Estimation Period:
Jan 3, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts