V-Lab: CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:32.44% (-0.29%)

Analysis last updated: Thursday, May 8, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0997	10.40
$α$	0.0631	4.82
$β$	0.8561	33.27
$γ_{1}$	0.0433	2.26
$γ_{2}$	-0.0066	-0.20
$γ_{3}$	-0.1330	-4.26
$γ_{4}$	0.1839	5.83
$γ_{5}$	-0.1688	-5.16
$γ_{6}$	0.1627	4.92
$γ_{7}$	-0.1088	-3.37
$γ_{8}$	0.0206	0.72

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

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Volatility Forecasts

Volatility Forecasts