CVS Health Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:33.68% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0861 | 10.20 | |
| 0.0678 | 5.30 | |
| 0.8347 | 31.74 | |
| 0.0290 | 0.94 | |
| 0.0380 | 0.77 | |
| -0.1315 | -3.40 | |
| 0.0205 | 0.46 | |
| 0.1518 | 2.78 | |
| -0.2448 | -4.34 | |
| 0.2700 | 5.03 | |
| -0.1914 | -4.20 | |
| 0.0890 | 2.14 | |
| -0.0542 | -1.51 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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