CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.51% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 12.97 | |
| 0.0195 | 8.41 | |
| 0.9402 | 362.19 | |
| 0.0619 | 14.03 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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