CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
34.43%
decreased by 0.66%
1 Week
35.55%
increased by 0.46%
1 Month
37.77%
increased by 2.68%
Analysis last updated: Wednesday, June 24, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0768 | 10.42 | |
| 0.0704 | 5.51 | |
| 0.8196 | 29.38 | |
| 0.0275 | 0.94 | |
| 0.0421 | 0.91 | |
| -0.1448 | -4.05 | |
| 0.0494 | 1.21 | |
| 0.1161 | 2.31 | |
| -0.2177 | -4.21 | |
| 0.2654 | 5.33 | |
| -0.2121 | -5.01 | |
| 0.1208 | 3.21 | |
| -0.0778 | -2.49 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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