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

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CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:28.49% (-0.16%)

Analysis last updated: Friday, October 10, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0154	5.27
$β$	0.8867	136.70
$γ$	0.0845	16.94
$λ_{1}$	0.0050	2.46
$λ_{2}$	0.0148	5.10
$λ_{3}$	0.9839	285.78

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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