The Cigna Group GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.23%
decreased by 0.71%
1 Week
26.75%
decreased by 0.19%
1 Month
28.34%
increased by 1.40%
Analysis last updated: Friday, June 12, 2026 at 11:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1558 | 20.28 | |
| 0.0287 | 12.01 | |
| 0.8824 | 239.02 | |
| 0.1052 | 15.45 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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