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 Wednesday, June 25th, 2025:15.58% (-0.24%)

Analysis last updated: Wednesday, June 25, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3414	5.31
$α$	0.1239	7.46
$β$	0.7833	28.47
$γ_{1}$	-0.0638	-1.88
$γ_{2}$	0.1539	3.24
$γ_{3}$	-0.1558	-5.64
$γ_{4}$	0.0883	3.80
$γ_{5}$	-0.0369	-1.51
$γ_{6}$	0.0249	0.92
$γ_{7}$	-0.0168	-0.67
$γ_{8}$	0.0138	0.72

Estimation Period:
Jan 3, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts