V-Lab: CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.67% (-0.61%)

Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1179	10.91
$α$	0.0780	5.70
$β$	0.8007	26.24
$γ_{1}$	0.0417	2.14
$γ_{2}$	0.0057	0.17
$γ_{3}$	-0.1578	-5.19
$γ_{4}$	0.2102	6.97
$γ_{5}$	-0.1938	-6.11
$γ_{6}$	0.1860	6.13
$γ_{7}$	-0.1336	-5.08
$γ_{8}$	0.0454	2.30

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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