V-Lab: CVS Health Corp APARCH Volatility Analysis

V-Lab

CVS Health Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:26.02% (-0.90%)

Analysis last updated: Tuesday, September 16, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0253	14.59
$α$	0.0507	15.51
$β$	0.9493	320.94
$γ$	0.6415	13.96
$δ$	1.0825	32.35

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts