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

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V-Lab

COMSYS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:18.33% (+1.31%)

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
$ω$	1.3566	4.61
$α$	0.1233	7.40
$β$	0.7797	28.08
$γ_{1}$	-0.0693	-1.13
$γ_{2}$	0.1171	1.39
$γ_{3}$	0.0097	0.20
$γ_{4}$	-0.1693	-3.88
$γ_{5}$	0.1960	4.91
$γ_{6}$	-0.1542	-3.83
$γ_{7}$	0.1205	2.68
$γ_{8}$	-0.0761	-1.73
$γ_{9}$	0.0356	0.79
$γ_{10}$	-0.0059	-0.16

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

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Volatility Forecasts