CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:29.25% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0851 | 10.18 | |
| 0.0675 | 5.28 | |
| 0.8354 | 31.87 | |
| 0.0290 | 0.93 | |
| 0.0378 | 0.76 | |
| -0.1304 | -3.35 | |
| 0.0181 | 0.40 | |
| 0.1549 | 2.82 | |
| -0.2470 | -4.36 | |
| 0.2704 | 5.01 | |
| -0.1899 | -4.14 | |
| 0.0875 | 2.08 | |
| -0.0539 | -1.47 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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