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, July 15th, 2025:22.65% (-1.39%)

Analysis last updated: Wednesday, July 16, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3555	5.37
$α$	0.1236	7.49
$β$	0.7843	28.74
$γ_{1}$	-0.0619	-1.84
$γ_{2}$	0.1515	3.21
$γ_{3}$	-0.1551	-5.62
$γ_{4}$	0.0880	3.78
$γ_{5}$	-0.0361	-1.49
$γ_{6}$	0.0236	0.88
$γ_{7}$	-0.0151	-0.61
$γ_{8}$	0.0123	0.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts