CVS Health Corp EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
31.28%
decreased by 0.52%
1 Week
31.47%
decreased by 0.33%
1 Month
32.16%
increased by 0.36%
Analysis last updated: Monday, May 11, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 6.89 | |
| 0.0984 | 19.78 | |
| 0.9893 | 930.63 | |
| -0.0542 | -12.91 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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