V-Lab: COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:19.85% (-1.01%)

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
$ω$	1.2980	5.04
$α$	0.1222	7.43
$β$	0.7874	29.06
$γ_{1}$	-0.0710	-1.98
$γ_{2}$	0.1645	3.29
$γ_{3}$	-0.1600	-5.65
$γ_{4}$	0.0894	3.78
$γ_{5}$	-0.0383	-1.49
$γ_{6}$	0.0267	0.95
$γ_{7}$	-0.0164	-0.63
$γ_{8}$	0.0119	0.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts