CVS Health Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.55% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0568 | 10.23 | |
| 0.0698 | 5.46 | |
| 0.8236 | 29.90 | |
| 0.0150 | 0.50 | |
| 0.0635 | 1.32 | |
| -0.1543 | -4.10 | |
| 0.0400 | 0.92 | |
| 0.1411 | 2.67 | |
| -0.2447 | -4.53 | |
| 0.2787 | 5.37 | |
| -0.2038 | -4.35 | |
| 0.0954 | 1.70 | |
| -0.0280 | -0.27 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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