CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 7th, 2026
1 Day
46.08%
increased by 11.25%
1 Week
44.52%
increased by 9.69%
1 Month
41.08%
increased by 6.25%
Analysis last updated: Wednesday, May 6, 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 | |
|---|---|---|
| 1.0903 | 10.45 | |
| 0.0714 | 5.56 | |
| 0.8196 | 29.73 | |
| 0.0304 | 1.02 | |
| 0.0384 | 0.81 | |
| -0.1410 | -3.85 | |
| 0.0408 | 0.96 | |
| 0.1274 | 2.46 | |
| -0.2267 | -4.27 | |
| 0.2683 | 5.26 | |
| -0.2085 | -4.81 | |
| 0.1156 | 2.97 | |
| -0.0750 | -2.29 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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