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

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CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:34.65% (+2.42%)

Analysis last updated: Wednesday, December 3, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0850	10.16
$α$	0.0674	5.29
$β$	0.8365	32.12
$γ_{1}$	0.0292	0.93
$γ_{2}$	0.0372	0.74
$γ_{3}$	-0.1280	-3.25
$γ_{4}$	0.0129	0.28
$γ_{5}$	0.1611	2.89
$γ_{6}$	-0.2516	-4.38
$γ_{7}$	0.2710	4.97
$γ_{8}$	-0.1870	-4.03
$γ_{9}$	0.0852	1.97
$γ_{10}$	-0.0542	-1.42

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

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