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 Monday, June 2nd, 2025:34.98% (+0.43%)

Analysis last updated: Saturday, May 31, 2025 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4540	4.10
$α$	0.0445	37.96
$β$	0.9929	577.25
$ν$	4.5509	10.43

Estimation Period:
Jan 2, 1990 to May 30, 2025