V-Lab: CVS Health Corp EGARCH Volatility Analysis

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CVS Health Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:19.66% (-0.17%)

Analysis last updated: Friday, October 17, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0202	7.36
$α$	0.0988	19.59
$β$	0.9891	954.71
$γ$	-0.0580	-13.68

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

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Volatility Forecasts