V-Lab
CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:56.90% (-1.75%)
Analysis last updated: Friday, December 20, 2024 at 11:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 13.61 | |
| 0.0210 | 8.01 | |
| 0.9351 | 334.34 | |
| 0.0671 | 14.26 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other CVS Health Corp Analyses