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, May 12th, 2025:19.98% (+2.47%)

Analysis last updated: Sunday, May 11, 2025 at 05:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3100	5.19
$α$	0.1230	7.44
$β$	0.7835	28.39
$γ_{1}$	-0.0681	-1.96
$γ_{2}$	0.1601	3.31
$γ_{3}$	-0.1581	-5.71
$γ_{4}$	0.0888	3.83
$γ_{5}$	-0.0370	-1.50
$γ_{6}$	0.0245	0.90
$γ_{7}$	-0.0143	-0.57
$γ_{8}$	0.0105	0.54

Estimation Period:
Jan 3, 1990 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts