CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:65.40% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 13.33 | |
| 0.0191 | 8.29 | |
| 0.9404 | 363.50 | |
| 0.0623 | 14.61 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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