V-Lab: CVS Health Corp APARCH Volatility Analysis

V-Lab

CVS Health Corp APARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:28.51% (+1.05%)

Analysis last updated: Thursday, July 10, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0255	14.56
$α$	0.0511	15.51
$β$	0.9489	317.58
$γ$	0.6391	13.94
$δ$	1.0823	32.33

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts