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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0543	10.24***
αARCH	0.0698	5.57***
βGARCH	0.8244	30.29***

γ₁	0.0136	0.47
γ₂	0.0675	1.46
γ₃	-0.1681	-4.70***
γ₄	0.0710	1.76*
γ₅	0.1016	2.05**
γ₆	-0.2135	-4.23***
γ₇	0.2732	5.57***
γ₈	-0.2322	-5.30***
γ₉	0.1513	2.95***
γ₁₀	-0.1359	-1.40

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0543	10.24***
α ARCH Response to squared shocks	0.0698	5.57***
β GARCH Volatility persistence	0.8244	30.29***

γ₁	0.0136	0.47
γ₂	0.0675	1.46
γ₃	-0.1681	-4.70***
γ₄	0.0710	1.76*
γ₅	0.1016	2.05**
γ₆	-0.2135	-4.23***
γ₇	0.2732	5.57***
γ₈	-0.2322	-5.30***
γ₉	0.1513	2.95***
γ₁₀	-0.1359	-1.40

V-Lab

CVS Health Corp Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CVS Health Corp Analyses