CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:35.82% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0745 | 10.20 | |
| 0.0695 | 5.47 | |
| 0.8272 | 30.72 | |
| 0.0280 | 0.92 | |
| 0.0397 | 0.82 | |
| -0.1347 | -3.55 | |
| 0.0265 | 0.60 | |
| 0.1454 | 2.72 | |
| -0.2415 | -4.38 | |
| 0.2733 | 5.19 | |
| -0.2026 | -4.51 | |
| 0.1068 | 2.58 | |
| -0.0705 | -1.97 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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