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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0555	10.25***
αARCH	0.0700	5.59***
βGARCH	0.8242	30.31***

γ₁	0.0136	0.47
γ₂	0.0676	1.46
γ₃	-0.1691	-4.75***
γ₄	0.0733	1.83*
γ₅	0.0984	2.00**
γ₆	-0.2107	-4.20***
γ₇	0.2723	5.57***
γ₈	-0.2340	-5.36***
γ₉	0.1558	3.06***
γ₁₀	-0.1469	-1.50

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0555	10.25***
α ARCH Response to squared shocks	0.0700	5.59***
β GARCH Volatility persistence	0.8242	30.31***

γ₁	0.0136	0.47
γ₂	0.0676	1.46
γ₃	-0.1691	-4.75***
γ₄	0.0733	1.83*
γ₅	0.0984	2.00**
γ₆	-0.2107	-4.20***
γ₇	0.2723	5.57***
γ₈	-0.2340	-5.36***
γ₉	0.1558	3.06***
γ₁₀	-0.1469	-1.50

V-Lab

CVS Health Corp Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CVS Health Corp Analyses