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 Monday, November 3rd, 2025:36.02% (-0.36%)

Analysis last updated: Friday, October 31, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0810	10.06
$α$	0.0670	5.29
$β$	0.8393	32.72
$γ_{1}$	0.0287	0.90
$γ_{2}$	0.0379	0.75
$γ_{3}$	-0.1276	-3.20
$γ_{4}$	0.0101	0.21
$γ_{5}$	0.1656	2.92
$γ_{6}$	-0.2551	-4.37
$γ_{7}$	0.2712	4.91
$γ_{8}$	-0.1843	-3.92
$γ_{9}$	0.0831	1.87
$γ_{10}$	-0.0543	-1.38

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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