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 Friday, September 26th, 2025:18.44% (+0.44%)

Analysis last updated: Friday, September 26, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3466	5.36
$α$	0.1233	7.44
$β$	0.7840	28.47
$γ_{1}$	-0.0618	-1.86
$γ_{2}$	0.1505	3.23
$γ_{3}$	-0.1542	-5.65
$γ_{4}$	0.0880	3.80
$γ_{5}$	-0.0361	-1.52
$γ_{6}$	0.0238	0.91
$γ_{7}$	-0.0173	-0.72
$γ_{8}$	0.0154	0.83

Estimation Period:
Jan 3, 1990 to Sep 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts