CVS Health Corp Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.62%
decreased by 0.90%
1 Week
36.49%
decreased by 0.03%
1 Month
38.24%
increased by 1.72%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0521 | 10.25 | |
| 0.0698 | 5.52 | |
| 0.8224 | 29.76 | |
| 0.0138 | 0.47 | |
| 0.0662 | 1.41 | |
| -0.1622 | -4.45 | |
| 0.0571 | 1.37 | |
| 0.1197 | 2.36 | |
| -0.2286 | -4.40 | |
| 0.2770 | 5.51 | |
| -0.2201 | -4.88 | |
| 0.1245 | 2.31 | |
| -0.0753 | -0.73 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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