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, November 12th, 2024:27.69% (+2.62%)

Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0592	17.55
$β$	0.7931	94.35
$γ$	0.1022	17.19
$λ_{1}$	0.0292	3.48
$λ_{2}$	0.0371	4.72
$λ_{3}$	0.9566	104.71

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts