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 Wednesday, November 20th, 2024:24.30% (-1.66%)

Analysis last updated: Thursday, November 21, 2024 at 01:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3050	4.40
$α$	0.1244	7.45
$β$	0.7764	27.86
$γ_{1}$	-0.0757	-1.19
$γ_{2}$	0.1219	1.41
$γ_{3}$	0.0159	0.33
$γ_{4}$	-0.1779	-4.08
$γ_{5}$	0.2036	5.13
$γ_{6}$	-0.1612	-3.91
$γ_{7}$	0.1271	2.74
$γ_{8}$	-0.0819	-1.81
$γ_{9}$	0.0422	0.92
$γ_{10}$	-0.0119	-0.32

Estimation Period:
Jan 3, 1990 to Nov 15, 2024

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