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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:17.66% (-0.12%)

Analysis last updated: Sunday, June 1, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0581	17.42
$β$	0.7920	95.74
$γ$	0.1056	17.79
$λ_{1}$	0.0264	3.40
$λ_{2}$	0.0374	4.88
$λ_{3}$	0.9568	108.29

Estimation Period:
Jan 3, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts