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

V-Lab

CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:39.32% (-0.89%)

Analysis last updated: Saturday, May 31, 2025 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0155	5.20
$β$	0.8842	133.12
$γ$	0.0857	16.92
$λ_{1}$	0.0044	2.20
$λ_{2}$	0.0156	5.08
$λ_{3}$	0.9835	275.79

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts