CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:32.15% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0860 | 10.20 | |
| 0.0678 | 5.29 | |
| 0.8347 | 31.71 | |
| 0.0289 | 0.94 | |
| 0.0384 | 0.78 | |
| -0.1327 | -3.44 | |
| 0.0231 | 0.51 | |
| 0.1488 | 2.73 | |
| -0.2426 | -4.33 | |
| 0.2699 | 5.05 | |
| -0.1934 | -4.26 | |
| 0.0912 | 2.21 | |
| -0.0555 | -1.55 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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