V-Lab: CVS Health Corp MF2-GARCH Volatility Analysis

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V-Lab

CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:33.10% (-0.55%)

Analysis last updated: Wednesday, March 12, 2025 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0160	5.36
$β$	0.8837	132.38
$γ$	0.0855	16.78
$λ_{1}$	0.0043	2.18
$λ_{2}$	0.0159	5.09
$λ_{3}$	0.9832	272.74

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

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Volatility Forecasts

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