V-Lab: CVS Health Corp Asy. Power MEM Volatility Analysis

V-Lab

CVS Health Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:46.72% (-2.72%)

Analysis last updated: Wednesday, April 23, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0344	22.66
$α$	0.1297	60.67
$β$	0.8644	379.95
$γ$	0.1444	22.60
$δ$	1.1710	26.79

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts