CVS Health Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
32.77%
increased by 0.21%
1 Week
32.80%
increased by 0.24%
1 Month
32.93%
increased by 0.37%
Analysis last updated: Friday, May 8, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 13.06 | |
| 0.0201 | 8.71 | |
| 0.9408 | 368.81 | |
| 0.0598 | 13.76 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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