CVS Health Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
25.60%
decreased by 0.56%
1 Week
25.79%
decreased by 0.37%
1 Month
26.49%
increased by 0.33%
Analysis last updated: Wednesday, June 24, 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 | |
|---|---|---|
| 0.0435 | 13.06 | |
| 0.0198 | 8.75 | |
| 0.9407 | 368.34 | |
| 0.0605 | 14.03 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
Other CVS Health Corp Analyses
Other GJR-GARCH Analyses on Equities