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 Tuesday, March 11th, 2025:33.46% (+0.10%)

Analysis last updated: Tuesday, March 11, 2025 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4284	4.10
$α$	0.0449	37.47
$β$	0.9927	564.05
$ν$	5	10.23

Estimation Period:
Jan 2, 1990 to Mar 7, 2025