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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0665	10.20***
α ARCH Response to squared shocks	0.0676	5.38***
β GARCH Volatility persistence	0.8319	31.25***

γ₁	0.0259	0.87
γ₂	0.0441	0.93
γ₃	-0.1448	-3.95***
γ₄	0.0484	1.15
γ₅	0.1174	2.28**
γ₆	-0.2186	-4.13***
γ₇	0.2663	5.22***
γ₈	-0.2140	-4.95***
γ₉	0.1246	3.26***
γ₁₀	-0.0819	-2.59***

V-Lab

CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CVS Health Corp Analyses