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

V-Lab

CVS Health Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:45.54% (-0.85%)

Analysis last updated: Friday, September 12, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1277	10.98
$α$	0.0679	5.08
$β$	0.8340	30.56
$γ_{1}$	0.0515	2.87
$γ_{2}$	-0.0214	-0.71
$γ_{3}$	-0.1210	-4.19
$γ_{4}$	0.1768	6.02
$γ_{5}$	-0.1696	-5.65
$γ_{6}$	0.1789	5.86
$γ_{7}$	-0.1590	-5.43
$γ_{8}$	0.1513	3.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts