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

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CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:31.35% (-0.07%)

Analysis last updated: Thursday, November 13, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0154	5.28
$β$	0.8872	137.53
$γ$	0.0842	16.95
$λ_{1}$	0.0051	2.50
$λ_{2}$	0.0148	5.09
$λ_{3}$	0.9839	284.61

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

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