CVS Health Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
30.65%
increased by 0.10%
1 Week
30.72%
increased by 0.17%
1 Month
30.98%
increased by 0.43%
Analysis last updated: Monday, April 13, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 13.05 | |
| 0.0197 | 8.52 | |
| 0.9401 | 361.84 | |
| 0.0614 | 14.01 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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