CVS Health Corp Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
41.61%
unchanged at 0.00%
1 Week
41.61%
unchanged at 0.00%
1 Month
41.61%
unchanged at 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3735 | 0.00 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.00 | |
| 2,475.6830 | 2.15 | |
| -4,748.2600 | -2.97 | |
| 3,588.1490 | 3.21 | |
| -2,176.3840 | -3.10 | |
| 1,682.5030 | 2.28 | |
| -1,375.9900 | -1.52 | |
| 1,026.0690 | 1.57 | |
| -1,298.3170 | -1.34 | |
| 1,665.6720 | 1.70 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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