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 Tuesday, November 25th, 2025:32.16% (-0.71%)

Analysis last updated: Monday, November 24, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0848	10.15
$α$	0.0677	5.31
$β$	0.8359	32.11
$γ_{1}$	0.0291	0.93
$γ_{2}$	0.0374	0.75
$γ_{3}$	-0.1282	-3.26
$γ_{4}$	0.0129	0.28
$γ_{5}$	0.1612	2.89
$γ_{6}$	-0.2517	-4.38
$γ_{7}$	0.2712	4.97
$γ_{8}$	-0.1875	-4.04
$γ_{9}$	0.0861	1.98
$γ_{10}$	-0.0553	-1.44

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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