CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:53.37% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 12.95 | |
| 0.0194 | 8.38 | |
| 0.9402 | 363.17 | |
| 0.0623 | 14.07 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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