The Cigna Group GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.86%
decreased by 0.66%
1 Week
29.16%
decreased by 0.36%
1 Month
30.10%
increased by 0.58%
Analysis last updated: Tuesday, June 9, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1558 | 20.30 | |
| 0.0289 | 12.05 | |
| 0.8824 | 238.93 | |
| 0.1050 | 15.41 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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