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 Monday, February 10th, 2025:32.08% (-0.64%)

Analysis last updated: Friday, February 7, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0160	5.18
$β$	0.8866	136.63
$γ$	0.0852	16.91
$λ_{1}$	0.0048	2.50
$λ_{2}$	0.0148	5.29
$λ_{3}$	0.9841	297.76

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

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