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

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V-Lab

CVS Health Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:35.53% (-1.17%)

Analysis last updated: Tuesday, February 4, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4324	4.11
$α$	0.0453	37.60
$β$	0.9927	560.53
$ν$	5	10.10

Estimation Period:
Jan 2, 1990 to Jan 31, 2025