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

V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:16.27% (-0.18%)

Analysis last updated: Wednesday, June 25, 2025 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0581	17.51
$β$	0.7934	97.64
$γ$	0.1059	17.93
$λ_{1}$	0.0247	3.39
$λ_{2}$	0.0368	5.05
$λ_{3}$	0.9578	114.66

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts