CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
35.55%
increased by 0.40%
1 Week
36.28%
increased by 1.13%
1 Month
37.75%
increased by 2.60%
Analysis last updated: Friday, May 29, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0809 | 10.39 | |
| 0.0703 | 5.51 | |
| 0.8221 | 29.93 | |
| 0.0285 | 0.97 | |
| 0.0405 | 0.86 | |
| -0.1421 | -3.90 | |
| 0.0440 | 1.05 | |
| 0.1227 | 2.40 | |
| -0.2230 | -4.23 | |
| 0.2673 | 5.28 | |
| -0.2106 | -4.90 | |
| 0.1188 | 3.10 | |
| -0.0771 | -2.41 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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