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, September 1st, 2025:18.01% (-0.50%)

Analysis last updated: Saturday, August 30, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3483	5.34
$α$	0.1236	7.48
$β$	0.7841	28.62
$γ_{1}$	-0.0618	-1.85
$γ_{2}$	0.1507	3.21
$γ_{3}$	-0.1543	-5.61
$γ_{4}$	0.0879	3.78
$γ_{5}$	-0.0359	-1.50
$γ_{6}$	0.0234	0.89
$γ_{7}$	-0.0161	-0.66
$γ_{8}$	0.0139	0.74

Estimation Period:
Jan 3, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts