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

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CVS Health Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:40.01% (+0.29%)

Analysis last updated: Tuesday, October 14, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1257	10.81
$α$	0.0660	4.95
$β$	0.8425	31.53
$γ_{1}$	0.0520	2.87
$γ_{2}$	-0.0235	-0.77
$γ_{3}$	-0.1177	-4.02
$γ_{4}$	0.1731	5.81
$γ_{5}$	-0.1653	-5.44
$γ_{6}$	0.1737	5.59
$γ_{7}$	-0.1524	-5.02
$γ_{8}$	0.1366	3.40

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

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Volatility Forecasts

Volatility Forecasts