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

V-Lab

CVS Health Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:32.26% (-0.38%)

Analysis last updated: Friday, June 27, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0157	5.29
$β$	0.8841	133.25
$γ$	0.0857	16.92
$λ_{1}$	0.0046	2.28
$λ_{2}$	0.0152	5.10
$λ_{3}$	0.9838	282.37

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts