CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
44.92%
increased by 0.47%
1 Week
43.91%
decreased by 0.54%
1 Month
41.73%
decreased by 2.72%
Analysis last updated: Friday, May 8, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0741 | 10.43 | |
| 0.0688 | 5.44 | |
| 0.8237 | 29.74 | |
| 0.0242 | 0.82 | |
| 0.0492 | 1.05 | |
| -0.1492 | -4.10 | |
| 0.0453 | 1.09 | |
| 0.1275 | 2.52 | |
| -0.2290 | -4.38 | |
| 0.2705 | 5.38 | |
| -0.2112 | -4.93 | |
| 0.1200 | 3.13 | |
| -0.0793 | -2.48 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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