CVS Health Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
29.52%
increased by 0.22%
1 Week
29.62%
increased by 0.32%
1 Month
29.98%
increased by 0.68%
Analysis last updated: Tuesday, May 5, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 13.08 | |
| 0.0197 | 8.53 | |
| 0.9403 | 364.31 | |
| 0.0611 | 14.01 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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