CVS Health Corp AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
28.66%
decreased by 0.72%
1 Week
28.76%
decreased by 0.62%
1 Month
29.11%
decreased by 0.27%
Analysis last updated: Friday, June 12, 2026 at 02:42 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 2.67 | |
| 0.0452 | 23.04 | |
| 0.9451 | 417.46 | |
| 0.8349 | 16.34 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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