V-Lab
V-Lab
CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:31.24% (-0.68%)
Analysis last updated: Thursday, July 3, 2025 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CVS Health Corp GJR-GARCH
paramt-stat
ω0.042713.22
α0.01948.33
β0.9400360.43
γ0.063014.52
Estimation Period:
Jan 2, 1990 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts