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, October 13th, 2025:29.99% (+0.41%)

Analysis last updated: Friday, October 10, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0809	10.09
$α$	0.0677	5.32
$β$	0.8377	32.62
$γ_{1}$	0.0260	0.82
$γ_{2}$	0.0417	0.82
$γ_{3}$	-0.1273	-3.17
$γ_{4}$	0.0061	0.13
$γ_{5}$	0.1703	2.99
$γ_{6}$	-0.2582	-4.39
$γ_{7}$	0.2712	4.88
$γ_{8}$	-0.1815	-3.82
$γ_{9}$	0.0802	1.77
$γ_{10}$	-0.0534	-1.32

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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