V-Lab: CVS Health Corp GAS-GARCH Student T Volatility Analysis

V-Lab

CVS Health Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:30.51% (+0.20%)

Analysis last updated: Thursday, May 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4340	4.10
$α$	0.0445	37.57
$β$	0.9928	568.93
$ν$	4.5507	10.33

Estimation Period:
Jan 2, 1990 to May 2, 2025