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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:18.40% (-0.23%)

Analysis last updated: Friday, September 26, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0573	17.53
$β$	0.7922	102.45
$γ$	0.1069	18.55
$λ_{1}$	0.0299	3.28
$λ_{2}$	0.0466	5.35
$λ_{3}$	0.9468	93.51

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts