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

V-Lab

CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:35.69% (-0.54%)

Analysis last updated: Thursday, May 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0154	5.19
$β$	0.8842	133.26
$γ$	0.0860	16.89
$λ_{1}$	0.0044	2.21
$λ_{2}$	0.0156	5.08
$λ_{3}$	0.9835	276.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts