V-Lab: COMSYS Holdings Corp Spline-GARCH Volatility Analysis

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V-Lab

COMSYS Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:28.61% (+0.98%)

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
$ω$	1.3321	4.51
$α$	0.1226	7.48
$β$	0.7812	28.53
$γ_{1}$	-0.0744	-1.19
$γ_{2}$	0.1177	1.38
$γ_{3}$	0.0265	0.55
$γ_{4}$	-0.1961	-4.49
$γ_{5}$	0.2240	5.67
$γ_{6}$	-0.1794	-4.37
$γ_{7}$	0.1400	3.01
$γ_{8}$	-0.0862	-1.85
$γ_{9}$	0.0322	0.63
$γ_{10}$	0.0300	0.43

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

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