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

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V-Lab

COMSYS Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:19.61% (-0.84%)

Analysis last updated: Wednesday, March 5, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0588	17.63
$β$	0.7932	94.49
$γ$	0.1026	17.31
$λ_{1}$	0.0280	3.41
$λ_{2}$	0.0381	4.74
$λ_{3}$	0.9558	102.97

Estimation Period:
Jan 3, 1990 to Feb 28, 2025

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