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 Monday, June 2nd, 2025:16.85% (-0.27%)

Analysis last updated: Sunday, June 1, 2025 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3164	5.28
$α$	0.1252	7.47
$β$	0.7783	27.63
$γ_{1}$	-0.0680	-2.00
$γ_{2}$	0.1604	3.38
$γ_{3}$	-0.1593	-5.83
$γ_{4}$	0.0902	3.94
$γ_{5}$	-0.0383	-1.58
$γ_{6}$	0.0259	0.96
$γ_{7}$	-0.0164	-0.66
$γ_{8}$	0.0127	0.66

Estimation Period:
Jan 3, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts