V-Lab
V-Lab
CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:28.81% (-0.66%)
Analysis last updated: Wednesday, September 17, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CVS Health Corp GJR-GARCH
paramt-stat
ω0.042613.26
α0.01918.28
β0.9404363.50
γ0.062814.58
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts