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

V-Lab

CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:44.83% (-1.61%)

Analysis last updated: Tuesday, May 20, 2025 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0154	5.18
$β$	0.8839	133.01
$γ$	0.0862	16.95
$λ_{1}$	0.0044	2.18
$λ_{2}$	0.0157	5.08
$λ_{3}$	0.9834	274.53

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts