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V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility prediction for Thursday, September 24th, 2026

1 Day

27.97%

increased by 3.08%

1 Week

27.91%

increased by 3.02%

1 Month

27.90%

increased by 3.01%

Analysis last updated: Saturday, September 19, 2026 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of COMSYS Holdings Corp MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Sep 18, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 172% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

Leverage: Negative returns increase volatility 172% more than positive returns
ParamValuet-stat
mwindow66
αARCH0.0595
4.67***
βGARCH0.7918
29.80***
γleverage0.1021
4.11***
λ₁tau intercept0.0344
1.54
λ₂forecast adj.0.0483
2.49**
λ₃tau persistence0.9442
41.35***

0.902

Persistence

7d

Half-life
σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

66
α

ARCH

Response to squared shocks

0.0595
4.67***
β

GARCH

Volatility persistence

0.7918
29.80***
γ

leverage

Additional response to negative shocks

0.1021
4.11***
λ₁

tau intercept

Baseline long-term coefficient

0.0344
1.54
λ₂

forecast adj.

Forecast performance sensitivity

0.0483
2.49**
λ₃

tau persistence

Long-term factor persistence

0.9442
41.35***

Persistence:

0.902

Half-life:

7 days