V-Lab: CVS Health Corp EGARCH Volatility Analysis

V-Lab

CVS Health Corp EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:32.31% (-1.19%)

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
$ω$	0.0204	7.30
$α$	0.0998	19.55
$β$	0.9891	949.22
$γ$	-0.0581	-13.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts