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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:32.24% (-2.87%)

Analysis last updated: Wednesday, April 16, 2025 at 02:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0578	17.45
$β$	0.7944	96.00
$γ$	0.1045	17.68
$λ_{1}$	0.0288	3.48
$λ_{2}$	0.0381	4.74
$λ_{3}$	0.9556	102.86

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts