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 Tuesday, July 1st, 2025:26.05% (-0.61%)

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
$ω$	3.4140	4.10
$α$	0.0446	37.31
$β$	0.9927	560.51
$ν$	4.5483	10.22

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