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

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CVS Health Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:35.38% (-0.10%)

Analysis last updated: Saturday, December 13, 2025 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0590	10.08
$α$	0.0672	5.28
$β$	0.8350	31.63
$γ_{1}$	0.0151	0.49
$γ_{2}$	0.0623	1.25
$γ_{3}$	-0.1482	-3.78
$γ_{4}$	0.0264	0.58
$γ_{5}$	0.1578	2.87
$γ_{6}$	-0.2570	-4.55
$γ_{7}$	0.2802	5.20
$γ_{8}$	-0.1946	-4.06
$γ_{9}$	0.0847	1.56
$γ_{10}$	-0.0345	-0.41

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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