CVS Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:20.93% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 13.31 | |
| 0.0192 | 8.30 | |
| 0.9402 | 362.33 | |
| 0.0624 | 14.59 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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