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 Tuesday, January 7th, 2025:20.13% (+1.65%)

Analysis last updated: Tuesday, January 7, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0593	17.61
$β$	0.7925	93.97
$γ$	0.1025	17.22
$λ_{1}$	0.0287	3.43
$λ_{2}$	0.0381	4.71
$λ_{3}$	0.9556	102.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts