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, November 12th, 2024:27.59% (+1.03%)

Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3717	4.69
$α$	0.1238	7.42
$β$	0.7783	28.11
$γ_{1}$	-0.0654	-1.07
$γ_{2}$	0.1099	1.31
$γ_{3}$	0.0178	0.37
$γ_{4}$	-0.1778	-4.08
$γ_{5}$	0.2028	5.11
$γ_{6}$	-0.1601	-3.89
$γ_{7}$	0.1261	2.72
$γ_{8}$	-0.0812	-1.79
$γ_{9}$	0.0416	0.91
$γ_{10}$	-0.0114	-0.30

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

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