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 Thursday, April 24th, 2025:29.47% (-1.14%)

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
$ω$	3.4193	4.09
$α$	0.0447	37.35
$β$	0.9927	559.89
$ν$	4.5491	10.25

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