CVS Health Corp EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.01%
increased by 0.32%
1 Week
21.91%
increased by 3.22%
1 Month
27.26%
increased by 8.57%
Analysis last updated: Tuesday, June 9, 2026 at 01:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2180 | 18.78 | |
| -0.5989 | -4.32 | |
| 0.8347 | 76.97 | |
| 0.0271 | 0.57 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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