CVS Health Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
30.72%
increased by 0.87%
1 Week
30.79%
increased by 0.94%
1 Month
31.07%
increased by 1.22%
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 | |
|---|---|---|
| 0.0433 | 13.06 | |
| 0.0200 | 8.78 | |
| 0.9408 | 368.80 | |
| 0.0601 | 13.92 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
Other CVS Health Corp Analyses
Other GJR-GARCH Analyses on Equities