V-Lab: CVS Health Corp EGARCH Volatility Analysis

V-Lab

CVS Health Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:25.18% (-0.66%)

Analysis last updated: Monday, June 30, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0205	7.36
$α$	0.1000	19.58
$β$	0.9890	945.48
$γ$	-0.0581	-13.54

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts