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 Monday, December 30th, 2024:44.55% (-1.45%)

Analysis last updated: Friday, December 27, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.4532	4.11
$α$	0.0453	38.03
$β$	0.9928	571.57
$ν$	5	10.23

Estimation Period:
Jan 2, 1990 to Dec 27, 2024