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

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CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:33.25% (-0.70%)

Analysis last updated: Thursday, December 4, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0154	5.28
$β$	0.8874	137.60
$γ$	0.0840	16.94
$λ_{1}$	0.0052	2.52
$λ_{2}$	0.0149	5.07
$λ_{3}$	0.9838	282.05

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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