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

V-Lab

COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:33.22% (-3.37%)

Analysis last updated: Wednesday, April 16, 2025 at 02:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3322	5.21
$α$	0.1223	7.48
$β$	0.7874	29.18
$γ_{1}$	-0.0660	-1.89
$γ_{2}$	0.1575	3.23
$γ_{3}$	-0.1574	-5.60
$γ_{4}$	0.0884	3.75
$γ_{5}$	-0.0369	-1.46
$γ_{6}$	0.0244	0.88
$γ_{7}$	-0.0133	-0.52
$γ_{8}$	0.0091	0.46

Estimation Period:
Jan 3, 1990 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts