V-Lab: CVS Health Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

CVS Health Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:32.33% (-0.88%)

Analysis last updated: Tuesday, February 4, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0481	13.64
$α$	0.0209	7.94
$β$	0.9348	331.74
$γ$	0.0675	14.35

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts